+597.9%
RMBS vs SEDG
+75.6%
+522.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.5% |
| 7D | +3.5% | +3.6% | -0.2% | +2.7% |
| 30D | -8.6% | +9.3% | -17.9% | -10.4% |
| 3M | -40.3% | -39.1% | -1.2% | -35.3% |
| 6M | -1.0% | +1.8% | -2.8% | -3.8% |
| YTD | -4.6% | +22.0% | -26.7% | -10.8% |
| 1Y | +17.6% | +17.2% | +0.4% | +10.0% |
| 3Y | +58.6% | -76.3% | +135.0% | +71.2% |
| 5Y | +270.9% | -87.2% | +358.2% | +326.0% |
| 10Y | +569.1% | +108.6% | +460.5% | +383.5% |
| All | +597.9% | +75.6% | +522.2% | +491.7% |
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