+185.8%
GS vs SEDG
-63.6%
+249.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -0.7% |
| 7D | -3.2% | -8.5% | +5.2% | -2.7% |
| 30D | -2.4% | -17.0% | +14.6% | -1.3% |
| 3M | -15.7% | -15.8% | +0.1% | -15.1% |
| 6M | -6.8% | -32.3% | +25.5% | -5.5% |
| YTD | -0.1% | -4.6% | +4.6% | -1.6% |
| 1Y | +12.1% | -29.2% | +41.3% | +12.1% |
| 3Y | +185.8% | -61.7% | +247.5% | +189.1% |
| All | +185.8% | -63.6% | +249.4% | +189.1% |
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