-42.6%
GFS vs SEDG
-35.4%
-7.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.4% | +4.6% |
| 7D | +6.2% | -11.2% | +17.4% | +9.7% |
| 30D | -11.4% | -15.3% | +3.9% | -7.7% |
| 3M | -15.5% | -19.9% | +4.5% | -11.6% |
| 6M | -42.6% | -36.2% | -6.5% | -36.8% |
| All | -42.6% | -35.4% | -7.2% | -36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling