+87.7%
RIO vs SEDG
-75.7%
+163.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.4% | -8.6% | -4.5% |
| 7D | -3.4% | +8.7% | -12.1% | -3.9% |
| 30D | +0.6% | +10.3% | -9.8% | -0.2% |
| 3M | +2.5% | -32.6% | +35.2% | +4.4% |
| 6M | +10.8% | -3.6% | +14.4% | +8.8% |
| YTD | +30.5% | +27.4% | +3.1% | +24.9% |
| 1Y | +68.1% | +24.9% | +43.2% | +59.9% |
| All | +87.7% | -75.7% | +163.4% | +106.5% |
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