+70.1%
SEDG vs RNG
+362.4%
-292.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.6% | -3.1% |
| 7D | +3.6% | -4.1% | +7.7% | +4.8% |
| 30D | +9.3% | +8.6% | +0.7% | +5.8% |
| 3M | -39.1% | +78.0% | -117.1% | -52.0% |
| 6M | +1.8% | +67.0% | -65.2% | -20.1% |
| YTD | +22.0% | +142.4% | -120.4% | -19.6% |
| 1Y | +17.2% | +120.4% | -103.2% | -19.9% |
| 3Y | -76.3% | +122.1% | -198.5% | -84.3% |
| 5Y | -87.2% | -69.8% | -17.4% | -85.0% |
| 10Y | +108.6% | +223.4% | -114.8% | 0.0% |
| All | +70.1% | +362.4% | -292.3% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling