+100.2%
SEDG vs RNG
+222.9%
-122.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.5% | -5.6% |
| 7D | +1.4% | -6.1% | +7.5% | +3.5% |
| 30D | +8.3% | +9.6% | -1.3% | +4.4% |
| 3M | -40.7% | +83.3% | -124.0% | -53.9% |
| 6M | -3.9% | +77.9% | -81.8% | -26.7% |
| YTD | +20.2% | +139.9% | -119.7% | -21.1% |
| 1Y | +17.6% | +121.7% | -104.1% | -20.4% |
| 3Y | -76.6% | +121.9% | -198.5% | -84.6% |
| 5Y | -87.1% | -68.4% | -18.7% | -84.9% |
| All | +100.2% | +222.9% | -122.6% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling