+124.5%
GLD vs SEDG
-75.9%
+200.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.5% | -8.3% | -1.9% |
| 7D | +0.7% | +12.1% | -11.4% | +0.4% |
| 30D | +0.3% | +14.7% | -14.4% | -0.1% |
| 3M | +0.6% | -43.0% | +43.7% | +1.9% |
| 6M | -15.6% | +9.0% | -24.6% | -16.4% |
| YTD | +0.9% | +26.3% | -25.4% | -0.6% |
| 1Y | +19.4% | +8.9% | +10.4% | +17.8% |
| 3Y | +124.5% | -75.5% | +200.0% | +120.6% |
| All | +124.5% | -75.9% | +200.3% | +120.6% |
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