+24.5%
GLD vs SEDG
+3.4%
+21.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.9% |
| 7D | -0.5% | +8.9% | -9.4% | -1.0% |
| 30D | +4.4% | +0.9% | +3.5% | +4.2% |
| 3M | -1.1% | -53.2% | +52.1% | +2.4% |
| 6M | -13.8% | -9.9% | -3.9% | -15.2% |
| YTD | +2.6% | +18.5% | -15.9% | -1.6% |
| 1Y | +24.5% | +0.1% | +24.4% | +21.4% |
| All | +24.5% | +3.4% | +21.1% | +21.4% |
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