+34.1%
GEN vs SEDG
-93.5%
+127.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.5% |
| 7D | +2.0% | -13.3% | +15.4% | +3.0% |
| 30D | +27.7% | -21.9% | +49.6% | +29.7% |
| 3M | +3.3% | -25.9% | +29.1% | +5.0% |
| 6M | +31.8% | -44.2% | +76.0% | +34.6% |
| YTD | +13.5% | -17.3% | +30.8% | +10.9% |
| 1Y | +16.0% | -34.5% | +50.6% | +15.3% |
| 3Y | +70.6% | -66.7% | +137.3% | +68.9% |
| All | +34.1% | -93.5% | +127.6% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling