+76.0%
SEDG vs RVTY
+162.6%
-86.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.4% | +8.9% | +8.1% |
| 7D | +12.1% | +0.4% | +11.7% | +11.7% |
| 30D | +14.7% | +10.8% | +3.9% | +7.0% |
| 3M | -43.0% | +26.8% | -69.8% | -52.6% |
| 6M | +9.0% | +39.3% | -30.3% | -17.5% |
| YTD | +26.3% | +31.6% | -5.3% | -1.8% |
| 1Y | +8.9% | +47.7% | -38.8% | -21.5% |
| 3Y | -75.5% | +19.9% | -95.4% | -79.2% |
| 5Y | -86.7% | -32.3% | -54.4% | -84.2% |
| 10Y | +110.6% | +138.4% | -27.9% | +5.6% |
| All | +76.0% | +162.6% | -86.6% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RVTY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling