+207.3%
GLD vs SEDG
+21.1%
+186.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.9% | +6.1% | -2.6% |
| 7D | -5.5% | -7.3% | +1.8% | -5.3% |
| 30D | -7.0% | -25.3% | +18.3% | -6.5% |
| 3M | -12.4% | -24.1% | +11.8% | -11.9% |
| 6M | -18.0% | -39.9% | +21.9% | -17.5% |
| YTD | -10.5% | -15.8% | +5.4% | -10.8% |
| 1Y | -8.1% | -42.9% | +34.8% | -7.8% |
| 3Y | +97.7% | -65.9% | +163.6% | +96.6% |
| 5Y | +103.4% | -93.3% | +196.7% | +106.9% |
| 10Y | +203.1% | +81.9% | +121.1% | +204.4% |
| All | +207.3% | +21.1% | +186.2% | +215.6% |
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 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