+65.2%
SEDG vs RVTY
+169.1%
-103.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | +8.9% | +1.1% | +7.8% | +8.1% |
| 30D | +0.9% | +13.2% | -12.3% | -7.1% |
| 3M | -53.2% | +27.2% | -80.5% | -61.0% |
| 6M | -9.9% | +32.4% | -42.3% | -29.0% |
| YTD | +18.5% | +34.9% | -16.3% | -9.1% |
| 1Y | +0.1% | +52.4% | -52.3% | -29.3% |
| 3Y | -78.9% | +12.3% | -91.2% | -81.3% |
| 5Y | -88.0% | -30.8% | -57.2% | -86.0% |
| 10Y | +97.5% | +150.7% | -53.2% | -4.1% |
| All | +65.2% | +169.1% | -103.9% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling