+155.6%
GS vs SEDG
-93.5%
+249.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.5% |
| 7D | +5.9% | -13.3% | +19.2% | +7.1% |
| 30D | +4.3% | -21.9% | +26.2% | +6.2% |
| 3M | -11.7% | -25.9% | +14.2% | -9.9% |
| 6M | -3.2% | -44.2% | +41.1% | -0.2% |
| YTD | +5.8% | -17.3% | +23.1% | +4.4% |
| 1Y | +16.0% | -34.5% | +50.5% | +16.5% |
| 3Y | +199.8% | -66.7% | +266.5% | +204.8% |
| All | +155.6% | -93.5% | +249.1% | +203.2% |
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