+229.2%
ROIV vs SEDG
-75.9%
+305.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +6.5% | +12.2% | +18.3% |
| 7D | +20.2% | +12.1% | +8.0% | +19.3% |
| 30D | +14.1% | +14.7% | -0.6% | +13.0% |
| 3M | +45.6% | -43.0% | +88.6% | +49.8% |
| 6M | +44.1% | +9.0% | +35.1% | +40.0% |
| YTD | +91.2% | +26.3% | +64.9% | +82.9% |
| 1Y | +221.3% | +8.9% | +212.4% | +208.4% |
| 3Y | +229.2% | -75.5% | +304.7% | +201.0% |
| All | +229.2% | -75.9% | +305.1% | +201.0% |
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 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