+142.4%
GILD vs SEDG
-87.2%
+229.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.9% | -0.7% |
| 7D | -4.8% | +1.4% | -6.2% | -4.9% |
| 30D | +5.8% | +8.3% | -2.5% | +5.6% |
| 3M | +14.9% | -40.7% | +55.6% | +15.6% |
| 6M | -0.4% | -3.9% | +3.6% | -1.1% |
| YTD | +18.5% | +20.2% | -1.7% | +16.9% |
| 1Y | +25.1% | +17.6% | +7.5% | +22.9% |
| 3Y | +105.9% | -76.6% | +182.5% | +104.2% |
| All | +142.4% | -87.2% | +229.6% | +139.8% |
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 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