-57.4%
GNRC vs SEDG
-87.2%
+29.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.6% | +8.6% | +4.3% |
| 7D | -0.2% | +1.4% | -1.6% | -0.7% |
| 30D | -15.7% | +8.3% | -24.0% | -17.8% |
| 3M | -27.3% | -40.7% | +13.3% | -19.4% |
| 6M | -12.1% | -3.9% | -8.1% | -17.6% |
| YTD | +37.1% | +20.2% | +16.9% | +19.3% |
| 1Y | -0.5% | +17.6% | -18.1% | -15.1% |
| 3Y | +61.5% | -76.6% | +138.1% | +123.6% |
| All | -57.4% | -87.2% | +29.8% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling