+37.4%
GILD vs SEDG
+3.4%
+34.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.1% |
| 7D | +3.7% | +8.9% | -5.2% | +3.8% |
| 30D | +14.6% | +0.9% | +13.7% | +14.6% |
| 3M | +17.7% | -53.2% | +70.9% | +16.1% |
| 6M | +3.1% | -9.9% | +13.0% | +3.0% |
| YTD | +24.5% | +18.5% | +6.0% | +25.3% |
| 1Y | +37.4% | +0.1% | +37.3% | +37.7% |
| All | +37.4% | +3.4% | +34.0% | +37.7% |
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