-18.4%
GRAB vs SEDG
-77.1%
+58.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +7.0% | +1.6% |
| 7D | -10.8% | +1.4% | -12.2% | -10.9% |
| 30D | -15.5% | +8.3% | -23.8% | -15.9% |
| 3M | -9.0% | -40.7% | +31.7% | -7.4% |
| 6M | -21.6% | -3.9% | -17.7% | -22.5% |
| YTD | -38.9% | +20.2% | -59.1% | -40.6% |
| 1Y | -44.8% | +17.6% | -62.4% | -46.4% |
| 3Y | -18.4% | -76.6% | +58.2% | -2.7% |
| All | -18.4% | -77.1% | +58.6% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling