+818.5%
GLW vs SEDG
+70.6%
+747.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +5.5% |
| 7D | +3.8% | +8.9% | -5.1% | +2.6% |
| 30D | -1.3% | +0.9% | -2.2% | -1.7% |
| 3M | -21.8% | -53.2% | +31.4% | -14.6% |
| 6M | +6.9% | -9.9% | +16.8% | +6.6% |
| YTD | +77.2% | +18.5% | +58.6% | +70.4% |
| 1Y | +123.2% | +0.1% | +123.1% | +116.5% |
| 3Y | +400.0% | -78.9% | +478.9% | +440.1% |
| 5Y | +342.8% | -88.0% | +430.8% | +393.3% |
| 10Y | +771.4% | +97.5% | +673.9% | +536.7% |
| All | +818.5% | +70.6% | +747.9% | +536.8% |
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