+159.4%
GME vs SEDG
+81.7%
+77.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.5% | -7.9% | -2.3% |
| 7D | +0.4% | +12.1% | -11.7% | -1.2% |
| 30D | -1.4% | +14.7% | -16.1% | -3.5% |
| 3M | -15.1% | -43.0% | +27.9% | -10.2% |
| 6M | -22.5% | +9.0% | -31.5% | -27.7% |
| YTD | -5.9% | +26.3% | -32.2% | -15.3% |
| 1Y | -18.6% | +8.9% | -27.6% | -26.6% |
| 3Y | +6.7% | -75.5% | +82.2% | +10.4% |
| 5Y | -62.0% | -86.7% | +24.7% | -56.8% |
| 10Y | +239.5% | +110.6% | +128.9% | +160.0% |
| All | +159.4% | +81.7% | +77.7% | +93.4% |
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 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