+642.6%
GS vs SEDG
+107.5%
+535.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.5% | -6.7% | -0.9% |
| 7D | +3.4% | +12.1% | -8.7% | +2.1% |
| 30D | +0.2% | +14.7% | -14.5% | -1.5% |
| 3M | -0.3% | -43.0% | +42.7% | +4.3% |
| 6M | +27.4% | +9.0% | +18.3% | +22.5% |
| YTD | +19.6% | +26.3% | -6.6% | +12.6% |
| 1Y | +42.5% | +8.9% | +33.5% | +34.4% |
| 3Y | +240.4% | -75.5% | +316.0% | +255.8% |
| 5Y | +188.9% | -86.7% | +275.6% | +213.0% |
| 10Y | +642.6% | +110.6% | +532.0% | +449.5% |
| All | +642.6% | +107.5% | +535.1% | +449.5% |
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