-5.7%
SEDG vs REPL
+125.1%
-130.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.2% | -8.9% | -8.7% |
| 7D | +1.8% | +28.8% | -27.0% | +1.6% |
| 30D | -12.7% | +57.3% | -70.0% | -13.0% |
| 3M | -38.4% | +73.6% | -112.0% | -38.8% |
| 6M | -27.7% | +582.8% | -610.5% | -28.3% |
| YTD | +4.1% | +112.9% | -108.8% | -7.4% |
| 1Y | -5.7% | +130.7% | -136.3% | -14.5% |
| All | -5.7% | +125.1% | -130.8% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling