+138.3%
GOOGL vs SEDG
-86.8%
+225.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | +0.2% |
| 7D | -2.8% | +8.7% | -11.6% | -3.5% |
| 30D | -3.2% | +10.3% | -13.5% | -4.2% |
| 3M | -6.6% | -32.6% | +26.0% | -4.4% |
| 6M | +8.5% | -3.6% | +12.0% | +6.0% |
| YTD | +6.5% | +27.4% | -20.9% | +0.6% |
| 1Y | +39.4% | +24.9% | +14.5% | +30.6% |
| 3Y | +146.2% | -75.3% | +221.5% | +172.9% |
| 5Y | +138.3% | -86.3% | +224.7% | +180.3% |
| All | +138.3% | -86.8% | +225.1% | +180.3% |
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 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