+755.6%
GOOGL vs SEDG
+106.4%
+649.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.6% | +7.4% | +2.3% |
| 7D | 0.0% | +1.4% | -1.4% | -0.2% |
| 30D | -1.4% | +8.3% | -9.7% | -2.5% |
| 3M | -5.3% | -40.7% | +35.3% | -1.4% |
| 6M | +9.8% | -3.9% | +13.7% | +6.8% |
| YTD | +8.4% | +20.2% | -11.9% | +1.9% |
| 1Y | +41.2% | +17.6% | +23.6% | +31.4% |
| 3Y | +149.6% | -76.6% | +226.2% | +161.1% |
| 5Y | +142.6% | -87.1% | +229.7% | +166.4% |
| All | +755.6% | +106.4% | +649.1% | +554.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling