+258.9%
RTX vs SEDG
+70.6%
+188.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -0.7% |
| 7D | -5.2% | +8.9% | -14.0% | -5.8% |
| 30D | -9.4% | +0.9% | -10.3% | -9.6% |
| 3M | +12.3% | -53.2% | +65.5% | +17.3% |
| 6M | -3.1% | -9.9% | +6.7% | -5.3% |
| YTD | +10.7% | +18.5% | -7.9% | +5.1% |
| 1Y | +28.4% | +0.1% | +28.3% | +22.3% |
| 3Y | +147.1% | -78.9% | +225.9% | +161.2% |
| 5Y | +167.2% | -88.0% | +255.3% | +190.4% |
| 10Y | +274.7% | +97.5% | +177.3% | +184.2% |
| All | +258.9% | +70.6% | +188.3% | +163.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling