+302.0%
ROIV vs SEDG
-87.4%
+389.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.1% |
| 7D | +22.3% | +3.6% | +18.7% | +22.0% |
| 30D | +16.9% | +9.3% | +7.5% | +15.9% |
| 3M | +43.9% | -39.1% | +83.0% | +48.4% |
| 6M | +41.6% | +1.8% | +39.8% | +37.5% |
| YTD | +92.7% | +22.0% | +70.6% | +83.1% |
| 1Y | +210.2% | +17.2% | +193.0% | +193.2% |
| 3Y | +231.8% | -76.3% | +308.2% | +247.0% |
| 5Y | +319.8% | -87.2% | +407.0% | +351.5% |
| All | +302.0% | -87.4% | +389.4% | +327.9% |
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