+692.9%
GRMN vs SEDG
+75.6%
+617.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.1% | -1.0% |
| 7D | -1.4% | +3.6% | -5.0% | -1.7% |
| 30D | -13.1% | +9.3% | -22.4% | -13.9% |
| 3M | +14.9% | -39.1% | +54.0% | +18.6% |
| 6M | +13.1% | +1.8% | +11.3% | +9.4% |
| YTD | +35.3% | +22.0% | +13.2% | +27.8% |
| 1Y | +16.0% | +17.2% | -1.2% | +8.8% |
| 3Y | +179.6% | -76.3% | +255.9% | +183.7% |
| 5Y | +75.0% | -87.2% | +162.3% | +83.3% |
| 10Y | +644.1% | +108.6% | +535.5% | +486.3% |
| All | +692.9% | +75.6% | +617.3% | +527.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling