-75.2%
SEDG vs RJF
+69.1%
-144.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.5% | +5.0% |
| 7D | +8.7% | -4.2% | +12.9% | +11.2% |
| 30D | +10.3% | -3.6% | +13.9% | +12.3% |
| 3M | -32.6% | +15.6% | -48.3% | -38.6% |
| 6M | -3.6% | +17.6% | -21.2% | -14.0% |
| YTD | +27.4% | +9.2% | +18.2% | +19.4% |
| 1Y | +24.9% | +5.5% | +19.4% | +19.6% |
| All | -75.2% | +69.1% | -144.3% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 3y: compounded portfolio wealth divided by compounded RJF 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…
3y analysis · Full analysis span regression · 6 months rolling