-50.3%
SEDG vs REPL
+36.1%
-86.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.4% | +9.6% | +3.6% |
| 7D | -11.2% | +5.3% | -16.4% | -11.6% |
| 30D | -15.3% | +66.6% | -81.9% | -19.0% |
| 3M | -19.9% | +59.6% | -79.5% | -23.4% |
| 6M | -36.2% | +482.4% | -518.5% | -49.1% |
| YTD | -7.6% | +124.1% | -131.6% | -24.4% |
| 1Y | -40.3% | +138.6% | -178.9% | -51.6% |
| 3Y | -62.5% | +96.0% | -158.6% | -78.2% |
| 5Y | -92.6% | -35.4% | -57.2% | -94.7% |
| All | -50.3% | +36.1% | -86.4% | -76.2% |
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