+478.1%
GLW vs SEDG
-76.7%
+554.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.9% | +1.9% |
| 7D | +16.9% | +3.6% | +13.3% | +16.4% |
| 30D | +7.0% | +9.3% | -2.3% | +5.7% |
| 3M | -3.0% | -39.1% | +36.1% | +1.7% |
| 6M | +31.0% | +1.8% | +29.2% | +31.0% |
| YTD | +93.4% | +22.0% | +71.4% | +91.0% |
| 1Y | +134.7% | +17.2% | +117.5% | +132.0% |
| All | +478.1% | -76.7% | +554.8% | +541.3% |
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 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