+56.5%
RSG vs SEDG
-77.1%
+133.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +0.7% |
| 7D | 0.0% | +1.4% | -1.4% | 0.0% |
| 30D | +4.0% | +8.3% | -4.3% | +4.1% |
| 3M | +7.4% | -40.7% | +48.0% | +6.9% |
| 6M | +0.1% | -3.9% | +4.0% | -0.2% |
| YTD | +6.0% | +20.2% | -14.2% | +5.8% |
| 1Y | -3.0% | +17.6% | -20.6% | -3.2% |
| 3Y | +56.5% | -76.6% | +133.1% | +56.0% |
| All | +56.5% | -77.1% | +133.6% | +56.0% |
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