+584.5%
RIO vs SEDG
+106.4%
+478.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +1.2% |
| 7D | -3.2% | +1.4% | -4.6% | -3.4% |
| 30D | +0.9% | +8.3% | -7.4% | -0.2% |
| 3M | -1.4% | -40.7% | +39.2% | +2.6% |
| 6M | +10.9% | -3.9% | +14.8% | +7.6% |
| YTD | +31.2% | +20.2% | +11.0% | +23.2% |
| 1Y | +67.9% | +17.6% | +50.3% | +55.9% |
| 3Y | +88.8% | -76.6% | +165.4% | +95.9% |
| 5Y | +93.1% | -87.1% | +180.2% | +107.1% |
| All | +584.5% | +106.4% | +478.1% | +411.4% |
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