+606.9%
GEV vs SEDG
-43.2%
+650.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.2% | -3.2% |
| 7D | -1.9% | +8.7% | -10.6% | -2.6% |
| 30D | -8.7% | +10.3% | -19.0% | -9.6% |
| 3M | +6.6% | -32.6% | +39.2% | +9.2% |
| 6M | +10.2% | -3.6% | +13.8% | +9.5% |
| YTD | +41.6% | +27.4% | +14.2% | +38.0% |
| 1Y | +43.9% | +24.9% | +19.0% | +40.1% |
| All | +606.9% | -43.2% | +650.1% | +742.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling