-87.2%
SEDG vs RVTY
-34.2%
-53.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -1.7% |
| 7D | +3.6% | -5.4% | +9.0% | +7.2% |
| 30D | +9.3% | +6.7% | +2.6% | +4.7% |
| 3M | -39.1% | +19.0% | -58.1% | -46.6% |
| 6M | +1.8% | +34.6% | -32.9% | -20.6% |
| YTD | +22.0% | +28.3% | -6.2% | -2.7% |
| 1Y | +17.2% | +46.0% | -28.8% | -14.7% |
| 3Y | -76.3% | +16.9% | -93.2% | -79.4% |
| 5Y | -87.2% | -32.9% | -54.3% | -85.4% |
| All | -87.2% | -34.2% | -53.0% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling