-30.2%
RIG vs SEDG
-77.1%
+46.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.9% | -1.1% |
| 7D | -3.1% | +1.4% | -4.5% | -3.3% |
| 30D | -0.5% | +8.3% | -8.8% | -1.8% |
| 3M | -6.0% | -40.7% | +34.7% | -1.5% |
| 6M | -10.1% | -3.9% | -6.2% | -14.5% |
| YTD | +37.3% | +20.2% | +17.1% | +25.0% |
| 1Y | +73.9% | +17.6% | +56.3% | +56.0% |
| 3Y | -30.2% | -76.6% | +46.4% | -33.8% |
| All | -30.2% | -77.1% | +46.9% | -33.8% |
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 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