+38.6%
GILD vs SEDG
-31.8%
+70.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -0.4% |
| 7D | -2.2% | -8.5% | +6.2% | -2.3% |
| 30D | +13.6% | -17.0% | +30.7% | +13.5% |
| 3M | +28.3% | -15.8% | +44.0% | +28.1% |
| 6M | +23.9% | -32.3% | +56.2% | +23.3% |
| YTD | +38.4% | -4.6% | +43.1% | +35.5% |
| 1Y | +38.6% | -29.2% | +67.8% | +34.9% |
| All | +38.6% | -31.8% | +70.4% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling