+280.0%
RTX vs SEDG
+118.8%
+161.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | 0.0% |
| 7D | -2.0% | +8.7% | -10.7% | -2.6% |
| 30D | -11.2% | +10.3% | -21.5% | -12.0% |
| 3M | +12.0% | -32.6% | +44.7% | +14.0% |
| 6M | -3.6% | -3.6% | 0.0% | -6.2% |
| YTD | +9.2% | +27.4% | -18.2% | +3.0% |
| 1Y | +29.7% | +24.9% | +4.8% | +21.2% |
| 3Y | +152.0% | -75.3% | +227.3% | +165.8% |
| 5Y | +165.8% | -86.3% | +252.1% | +189.4% |
| All | +280.0% | +118.8% | +161.3% | +191.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling