+597.5%
GS vs SEDG
+70.6%
+526.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | +0.9% | +8.9% | -7.9% | 0.0% |
| 30D | -1.6% | +0.9% | -2.5% | -1.9% |
| 3M | -4.5% | -53.2% | +48.8% | +2.1% |
| 6M | +20.9% | -9.9% | +30.7% | +18.6% |
| YTD | +19.9% | +18.5% | +1.3% | +13.6% |
| 1Y | +41.4% | +0.1% | +41.3% | +34.6% |
| 3Y | +239.2% | -78.9% | +318.0% | +257.7% |
| 5Y | +185.0% | -88.0% | +273.1% | +209.7% |
| 10Y | +655.0% | +97.5% | +557.5% | +438.7% |
| All | +597.5% | +70.6% | +526.9% | +391.9% |
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