+284.5%
GNRC vs SEDG
+73.0%
+211.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.6% | +8.6% | +4.2% |
| 7D | -0.2% | +1.4% | -1.6% | -0.7% |
| 30D | -15.7% | +8.3% | -24.0% | -17.6% |
| 3M | -27.3% | -40.7% | +13.3% | -20.2% |
| 6M | -12.1% | -3.9% | -8.1% | -16.7% |
| YTD | +37.1% | +20.2% | +16.9% | +21.8% |
| 1Y | -0.5% | +17.6% | -18.1% | -12.9% |
| 3Y | +61.5% | -76.6% | +138.1% | +77.1% |
| 5Y | -58.6% | -87.1% | +28.5% | -46.9% |
| 10Y | +446.3% | +105.5% | +340.8% | +364.8% |
| All | +284.5% | +73.0% | +211.5% | +246.3% |
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