-61.6%
RIG vs SEDG
+83.3%
-144.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.3% | +0.3% |
| 7D | -4.2% | +8.7% | -12.9% | -5.7% |
| 30D | -0.7% | +10.3% | -11.0% | -2.9% |
| 3M | -4.0% | -32.6% | +28.6% | +0.4% |
| 6M | -6.3% | -3.6% | -2.8% | -12.3% |
| YTD | +39.7% | +27.4% | +12.3% | +22.1% |
| 1Y | +78.1% | +24.9% | +53.2% | +52.2% |
| 3Y | -29.5% | -75.3% | +45.8% | -28.0% |
| 5Y | +65.3% | -86.3% | +151.6% | +83.2% |
| 10Y | -41.3% | +117.7% | -159.0% | -65.4% |
| All | -61.6% | +83.3% | -144.9% | -75.0% |
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