+76.0%
SEDG vs RJF
+457.3%
-381.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.5% | +7.1% |
| 7D | +12.1% | +1.8% | +10.4% | +11.0% |
| 30D | +14.7% | 0.0% | +14.7% | +14.5% |
| 3M | -43.0% | +18.0% | -61.0% | -48.5% |
| 6M | +9.0% | +17.0% | -7.9% | -1.9% |
| YTD | +26.3% | +11.1% | +15.2% | +17.2% |
| 1Y | +8.9% | +8.0% | +1.0% | +2.9% |
| 3Y | -75.5% | +73.3% | -148.8% | -82.6% |
| 5Y | -86.7% | +107.4% | -194.1% | -91.6% |
| 10Y | +110.6% | +428.5% | -317.9% | -28.0% |
| All | +76.0% | +457.3% | -381.3% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling