+151.3%
GEN vs SEDG
+118.8%
+32.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | +0.4% |
| 7D | -4.3% | +8.7% | -13.1% | -5.0% |
| 30D | +3.8% | +10.3% | -6.6% | +2.8% |
| 3M | +22.3% | -32.6% | +54.9% | +24.6% |
| 6M | +39.0% | -3.6% | +42.5% | +35.7% |
| YTD | +11.9% | +27.4% | -15.5% | +6.0% |
| 1Y | +4.5% | +24.9% | -20.4% | -1.9% |
| 3Y | +59.0% | -75.3% | +134.3% | +61.0% |
| 5Y | +22.0% | -86.3% | +108.3% | +26.0% |
| All | +151.3% | +118.8% | +32.6% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling