-36.3%
SEDG vs REPL
-6.0%
-30.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.3% |
| 7D | +8.9% | -3.0% | +11.9% | +9.1% |
| 30D | +0.9% | +27.1% | -26.2% | -1.4% |
| 3M | -53.2% | +52.4% | -105.6% | -56.6% |
| 6M | -9.9% | +107.4% | -117.3% | -25.5% |
| YTD | +18.5% | +54.7% | -36.2% | +0.5% |
| 1Y | +0.1% | +158.9% | -158.7% | -24.3% |
| 3Y | -78.9% | -23.7% | -55.2% | -85.5% |
| 5Y | -88.0% | -54.3% | -33.7% | -91.3% |
| All | -36.3% | -6.0% | -30.3% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling