+76.0%
SEDG vs RGEN
+492.4%
-416.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +6.0% | +6.3% |
| 7D | +12.1% | -0.9% | +13.0% | +12.5% |
| 30D | +14.7% | +2.8% | +11.9% | +13.6% |
| 3M | -43.0% | +34.5% | -77.5% | -49.6% |
| 6M | +9.0% | +40.5% | -31.4% | -7.0% |
| YTD | +26.3% | +2.8% | +23.4% | +20.4% |
| 1Y | +8.9% | +39.6% | -30.7% | -6.7% |
| 3Y | -75.5% | +4.4% | -79.9% | -77.5% |
| 5Y | -86.7% | -42.8% | -44.0% | -86.2% |
| 10Y | +110.6% | +406.7% | -296.1% | +40.5% |
| All | +76.0% | +492.4% | -416.4% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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