+478.5%
GS vs SEDG
+117.8%
+360.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.1% | +4.6% |
| 7D | +0.8% | -8.4% | +9.3% | +1.6% |
| 30D | +1.2% | -14.1% | +15.3% | +2.6% |
| 3M | -12.4% | -12.9% | +0.5% | -11.7% |
| 6M | -2.3% | -33.0% | +30.7% | -0.7% |
| YTD | +4.6% | -4.1% | +8.7% | +0.9% |
| 1Y | +17.5% | -30.9% | +48.4% | +17.0% |
| 3Y | +202.0% | -60.7% | +262.7% | +193.8% |
| 5Y | +152.4% | -92.1% | +244.5% | +192.4% |
| 10Y | +478.5% | +97.6% | +381.0% | +325.6% |
| All | +478.5% | +117.8% | +360.7% | +325.6% |
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