+367.5%
ROIV vs SEDG
-63.2%
+430.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +1.7% |
| 7D | +14.3% | -21.4% | +35.6% | +16.1% |
| 30D | +16.2% | -19.7% | +35.9% | +17.8% |
| 3M | +15.1% | -19.7% | +34.8% | +16.6% |
| 6M | +44.2% | -37.4% | +81.6% | +46.3% |
| YTD | +89.8% | -10.4% | +100.2% | +85.4% |
| 1Y | +94.6% | -43.0% | +137.6% | +95.9% |
| 3Y | +367.5% | -63.6% | +431.2% | +392.1% |
| All | +367.5% | -63.2% | +430.8% | +392.1% |
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