+114.6%
ROST vs SEDG
-87.2%
+201.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.6% | +8.0% | +2.6% |
| 7D | +0.2% | +1.4% | -1.2% | +0.1% |
| 30D | -6.9% | +8.3% | -15.2% | -7.4% |
| 3M | -3.3% | -40.7% | +37.3% | -1.2% |
| 6M | +9.0% | -3.9% | +13.0% | +6.9% |
| YTD | +28.9% | +20.2% | +8.7% | +23.6% |
| 1Y | +54.0% | +17.6% | +36.4% | +46.6% |
| 3Y | +100.7% | -76.6% | +177.3% | +113.9% |
| All | +114.6% | -87.2% | +201.8% | +130.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling