-36.9%
GLXY vs SEDG
+21.1%
-58.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.5% | -4.9% |
| 7D | +5.3% | -13.3% | +18.6% | +8.6% |
| 30D | -19.8% | -21.9% | +2.1% | -15.3% |
| 3M | -31.4% | -25.9% | -5.5% | -27.0% |
| 6M | -53.3% | -44.2% | -9.1% | -47.7% |
| YTD | -35.7% | -17.3% | -18.4% | -32.8% |
| 1Y | -47.2% | -34.5% | -12.7% | -43.7% |
| All | -36.9% | +21.1% | -58.0% | -28.7% |
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