-42.2%
RIG vs SEDG
+106.4%
-148.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.9% | -0.7% |
| 7D | -3.1% | +1.4% | -4.5% | -3.4% |
| 30D | -0.5% | +8.3% | -8.8% | -2.5% |
| 3M | -6.0% | -40.7% | +34.7% | +0.9% |
| 6M | -10.1% | -3.9% | -6.2% | -16.2% |
| YTD | +37.3% | +20.2% | +17.1% | +20.3% |
| 1Y | +73.9% | +17.6% | +56.3% | +48.9% |
| 3Y | -30.2% | -76.6% | +46.4% | -27.1% |
| 5Y | +62.5% | -87.1% | +149.5% | +85.4% |
| All | -42.2% | +106.4% | -148.6% | -70.8% |
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