+252.2%
GLD vs SEDG
+70.6%
+181.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.9% |
| 7D | -0.5% | +8.9% | -9.4% | -0.7% |
| 30D | +4.4% | +0.9% | +3.5% | +4.3% |
| 3M | -1.1% | -53.2% | +52.1% | +0.4% |
| 6M | -13.8% | -9.9% | -3.9% | -14.1% |
| YTD | +2.6% | +18.5% | -15.9% | +1.5% |
| 1Y | +24.5% | +0.1% | +24.4% | +23.3% |
| 3Y | +125.8% | -78.9% | +204.7% | +126.3% |
| 5Y | +137.8% | -88.0% | +225.8% | +139.3% |
| 10Y | +221.4% | +97.5% | +123.9% | +220.0% |
| All | +252.2% | +70.6% | +181.7% | +259.3% |
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