+267.4%
RTX vs SEDG
+80.7%
+186.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.2% |
| 7D | +4.8% | -13.3% | +18.1% | +5.8% |
| 30D | +6.5% | -21.9% | +28.3% | +8.1% |
| 3M | -9.6% | -25.9% | +16.3% | -8.2% |
| 6M | +12.3% | -44.2% | +56.6% | +14.2% |
| YTD | +9.5% | -17.3% | +26.8% | +6.1% |
| 1Y | +15.8% | -34.5% | +50.4% | +14.4% |
| 3Y | +157.0% | -66.7% | +223.7% | +152.8% |
| 5Y | +148.8% | -93.4% | +242.2% | +194.1% |
| All | +267.4% | +80.7% | +186.7% | +182.4% |
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 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