+76.9%
GRMN vs SEDG
-86.4%
+163.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.3% |
| 7D | -1.8% | +8.7% | -10.5% | -2.4% |
| 30D | -12.1% | +10.3% | -22.4% | -12.8% |
| 3M | +18.0% | -32.6% | +50.6% | +20.2% |
| 6M | +13.7% | -3.6% | +17.3% | +11.0% |
| YTD | +35.3% | +27.4% | +7.9% | +28.3% |
| 1Y | +17.2% | +24.9% | -7.7% | +10.3% |
| 3Y | +179.6% | -75.3% | +254.9% | +188.1% |
| All | +76.9% | -86.4% | +163.3% | +88.2% |
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