+174.5%
RTX vs SEDG
-75.9%
+250.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.5% | -7.5% | -1.0% |
| 7D | -3.1% | +12.1% | -15.2% | -3.1% |
| 30D | -10.6% | +14.7% | -25.3% | -10.5% |
| 3M | +11.6% | -43.0% | +54.7% | +11.6% |
| 6M | -4.5% | +9.0% | -13.5% | -5.0% |
| YTD | +9.6% | +26.3% | -16.7% | +8.8% |
| 1Y | +30.8% | +8.9% | +21.9% | +30.1% |
| All | +174.5% | -75.9% | +250.4% | +178.4% |
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