-18.3%
RUN vs SEDG
+16.5%
-34.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.3% | -1.2% | -2.5% |
| 7D | -1.8% | +3.6% | -5.4% | -4.0% |
| 30D | -10.8% | +9.3% | -20.2% | -16.3% |
| 3M | -30.2% | -39.1% | +8.9% | -12.1% |
| 6M | -22.3% | +1.8% | -24.1% | -37.9% |
| YTD | -52.2% | +22.0% | -74.2% | -66.2% |
| 1Y | -45.1% | +17.2% | -62.3% | -62.7% |
| 3Y | -37.1% | -76.3% | +39.2% | +8.7% |
| 5Y | -80.3% | -87.2% | +7.0% | -47.1% |
| 10Y | +45.2% | +108.6% | -63.4% | -9.7% |
| All | -18.3% | +16.5% | -34.8% | -29.0% |
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