+211.8%
GLD vs SEDG
+94.7%
+117.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.3% | -1.2% |
| 7D | -2.0% | -11.2% | +9.2% | -1.7% |
| 30D | -4.4% | -15.3% | +10.8% | -4.1% |
| 3M | -8.9% | -19.9% | +11.0% | -8.5% |
| 6M | -16.0% | -36.2% | +20.2% | -15.5% |
| YTD | -7.9% | -7.6% | -0.3% | -8.6% |
| 1Y | -3.9% | -40.3% | +36.5% | -3.7% |
| 3Y | +103.4% | -62.5% | +165.9% | +101.9% |
| 5Y | +109.7% | -92.6% | +202.3% | +114.7% |
| 10Y | +211.8% | +99.8% | +112.1% | +203.7% |
| All | +211.8% | +94.7% | +117.2% | +203.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling