+136.0%
GOOG vs SEDG
-87.2%
+223.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.2% | +2.0% |
| 7D | 0.0% | +1.4% | -1.4% | -0.1% |
| 30D | -2.0% | +8.3% | -10.3% | -2.8% |
| 3M | -5.9% | -40.7% | +34.8% | -2.5% |
| 6M | +8.9% | -3.9% | +12.8% | +6.4% |
| YTD | +7.1% | +20.2% | -13.1% | +1.7% |
| 1Y | +39.7% | +17.6% | +22.1% | +31.4% |
| 3Y | +145.8% | -76.6% | +222.5% | +173.6% |
| All | +136.0% | -87.2% | +223.2% | +179.9% |
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