+107.2%
GILD vs SEDG
+73.0%
+34.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.9% | -0.6% |
| 7D | -4.8% | +1.4% | -6.2% | -4.9% |
| 30D | +5.8% | +8.3% | -2.5% | +5.4% |
| 3M | +14.9% | -40.7% | +55.6% | +16.5% |
| 6M | -0.4% | -3.9% | +3.6% | -1.6% |
| YTD | +18.5% | +20.2% | -1.7% | +15.6% |
| 1Y | +25.1% | +17.6% | +7.5% | +21.3% |
| 3Y | +105.9% | -76.6% | +182.5% | +107.6% |
| 5Y | +143.0% | -87.1% | +230.1% | +146.9% |
| 10Y | +162.4% | +105.5% | +56.9% | +100.7% |
| All | +107.2% | +73.0% | +34.2% | +60.7% |
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 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