+122.4%
GLW vs SEDG
+17.9%
+104.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.6% | +7.6% | +3.3% |
| 7D | +7.8% | +1.4% | +6.4% | +7.4% |
| 30D | -0.4% | +8.3% | -8.7% | -2.8% |
| 3M | -5.6% | -40.7% | +35.1% | +4.6% |
| 6M | +26.7% | -3.9% | +30.6% | +26.6% |
| YTD | +91.0% | +20.2% | +70.8% | +83.6% |
| 1Y | +122.4% | +17.6% | +104.8% | +129.6% |
| All | +122.4% | +17.9% | +104.5% | +129.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling