+61.5%
GNRC vs SEDG
-77.1%
+138.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.6% | +8.6% | +3.9% |
| 7D | -0.2% | +1.4% | -1.6% | -0.5% |
| 30D | -15.7% | +8.3% | -24.0% | -17.1% |
| 3M | -27.3% | -40.7% | +13.3% | -22.0% |
| 6M | -12.1% | -3.9% | -8.1% | -14.9% |
| YTD | +37.1% | +20.2% | +16.9% | +26.8% |
| 1Y | -0.5% | +17.6% | -18.1% | -8.5% |
| 3Y | +61.5% | -76.6% | +138.1% | +102.2% |
| All | +61.5% | -77.1% | +138.6% | +102.2% |
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