+54.2%
RSP vs SEDG
-75.9%
+130.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.5% | -7.6% | -1.4% |
| 7D | -0.4% | +12.1% | -12.5% | -1.0% |
| 30D | -1.5% | +14.7% | -16.2% | -2.3% |
| 3M | +4.8% | -43.0% | +47.8% | +7.1% |
| 6M | +10.3% | +9.0% | +1.2% | +7.7% |
| YTD | +14.1% | +26.3% | -12.2% | +10.0% |
| 1Y | +17.0% | +8.9% | +8.1% | +13.0% |
| 3Y | +54.2% | -75.5% | +129.7% | +65.4% |
| All | +54.2% | -75.9% | +130.0% | +65.4% |
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 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