+232.7%
GLW vs SEDG
-93.5%
+326.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -4.1% |
| 7D | +7.7% | -13.3% | +21.0% | +9.6% |
| 30D | -18.8% | -21.9% | +3.0% | -16.4% |
| 3M | -27.7% | -25.9% | -1.9% | -25.3% |
| 6M | -44.4% | -44.2% | -0.2% | -40.7% |
| YTD | +31.3% | -17.3% | +48.6% | +34.0% |
| 1Y | +40.0% | -34.5% | +74.6% | +45.5% |
| 3Y | +339.2% | -66.7% | +405.9% | +362.8% |
| All | +232.7% | -93.5% | +326.2% | +329.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling