-87.3%
SEDG vs RJF
+104.0%
-191.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +1.4% | -2.7% | +4.1% | +3.0% |
| 30D | +8.3% | -4.3% | +12.6% | +10.9% |
| 3M | -40.7% | +15.7% | -56.4% | -46.3% |
| 6M | -3.9% | +17.8% | -21.7% | -14.8% |
| YTD | +20.2% | +9.2% | +11.0% | +12.1% |
| 1Y | +17.6% | +2.8% | +14.8% | +14.0% |
| 3Y | -76.6% | +69.5% | -146.1% | -84.2% |
| All | -87.3% | +104.0% | -191.4% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling