+96.9%
GLD vs SEDG
-65.9%
+162.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.2% |
| 7D | -4.6% | -13.3% | +8.7% | -4.2% |
| 30D | -5.5% | -21.9% | +16.4% | -4.9% |
| 3M | -10.9% | -25.9% | +15.0% | -10.3% |
| 6M | -17.4% | -44.2% | +26.8% | -16.6% |
| YTD | -10.3% | -17.3% | +7.0% | -10.8% |
| 1Y | -7.2% | -34.5% | +27.4% | -7.2% |
| 3Y | +96.9% | -66.7% | +163.6% | +98.7% |
| All | +96.9% | -65.9% | +162.8% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling