+19.8%
GME vs SEDG
-75.7%
+95.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | +2.1% |
| 7D | +6.0% | +8.7% | -2.7% | +5.1% |
| 30D | +8.3% | +10.3% | -2.0% | +7.1% |
| 3M | -9.1% | -32.6% | +23.6% | -6.8% |
| 6M | -16.3% | -3.6% | -12.8% | -19.6% |
| YTD | +1.5% | +27.4% | -25.8% | -6.8% |
| 1Y | -16.3% | +24.9% | -41.2% | -24.3% |
| All | +19.8% | -75.7% | +95.5% | +62.5% |
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