-31.5%
SEDG vs REPL
-17.3%
-14.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -8.4% | +12.7% | +5.0% |
| 7D | +8.7% | -13.4% | +22.1% | +9.9% |
| 30D | +10.3% | -3.0% | +13.3% | +10.3% |
| 3M | -32.6% | +56.3% | -88.9% | -37.7% |
| 6M | -3.6% | +60.9% | -64.4% | -18.3% |
| YTD | +27.4% | +36.2% | -8.8% | +9.0% |
| 1Y | +24.9% | +121.0% | -96.1% | -4.2% |
| 3Y | -75.3% | -32.8% | -42.5% | -82.9% |
| 5Y | -86.3% | -58.7% | -27.7% | -90.0% |
| All | -31.5% | -17.3% | -14.3% | -65.7% |
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