+302.4%
ROIV vs SEDG
-90.4%
+392.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.3% |
| 7D | +9.5% | -11.2% | +20.6% | +10.5% |
| 30D | +21.0% | -15.3% | +36.3% | +22.4% |
| 3M | +18.7% | -19.9% | +38.7% | +20.5% |
| 6M | +44.5% | -36.2% | +80.7% | +46.7% |
| YTD | +92.9% | -7.6% | +100.4% | +87.0% |
| 1Y | +100.2% | -40.3% | +140.6% | +101.2% |
| 3Y | +375.0% | -62.5% | +437.5% | +369.1% |
| 5Y | +435.2% | -92.6% | +527.7% | +490.2% |
| All | +302.4% | -90.4% | +392.9% | +336.9% |
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 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