+5.8%
GLXY vs SEDG
+86.5%
-80.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.4% | -8.4% | -4.9% |
| 7D | -8.9% | +8.7% | -17.7% | -10.4% |
| 30D | +19.9% | +10.3% | +9.5% | +17.3% |
| 3M | -20.0% | -32.6% | +12.7% | -14.9% |
| 6M | +10.5% | -3.6% | +14.1% | +9.3% |
| YTD | +7.9% | +27.4% | -19.5% | +3.1% |
| 1Y | -7.5% | +24.9% | -32.4% | -8.2% |
| All | +5.8% | +86.5% | -80.7% | +9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling