+632.4%
GEV vs SEDG
-46.4%
+678.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.6% | +9.2% | +4.1% |
| 7D | +1.6% | +1.4% | +0.2% | +1.4% |
| 30D | -7.9% | +8.3% | -16.3% | -8.7% |
| 3M | +5.6% | -40.7% | +46.3% | +9.2% |
| 6M | +13.1% | -3.9% | +17.0% | +12.5% |
| YTD | +46.7% | +20.2% | +26.5% | +43.6% |
| 1Y | +51.3% | +17.6% | +33.7% | +48.0% |
| All | +632.4% | -46.4% | +678.8% | +776.4% |
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