-54.7%
SEDG vs REPL
+37.4%
-92.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | +0.9% | -9.8% | -9.0% |
| 7D | -7.3% | +9.8% | -17.1% | -8.0% |
| 30D | -25.3% | +81.5% | -106.8% | -29.1% |
| 3M | -24.1% | +44.2% | -68.4% | -26.8% |
| 6M | -39.9% | +437.4% | -477.3% | -51.6% |
| YTD | -15.8% | +126.1% | -141.9% | -31.2% |
| 1Y | -42.9% | +143.1% | -186.0% | -53.7% |
| 3Y | -65.9% | +97.8% | -163.7% | -80.1% |
| 5Y | -93.3% | -34.3% | -59.0% | -95.3% |
| All | -54.7% | +37.4% | -92.1% | -78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling