-86.7%
SEDG vs RY
+140.3%
-227.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.3% | +7.5% |
| 7D | +12.1% | +2.7% | +9.4% | +8.3% |
| 30D | +14.7% | -1.0% | +15.7% | +15.5% |
| 3M | -43.0% | +7.6% | -50.7% | -48.8% |
| 6M | +9.0% | +29.5% | -20.4% | -23.4% |
| YTD | +26.3% | +24.2% | +2.1% | -5.6% |
| 1Y | +8.9% | +46.4% | -37.4% | -33.9% |
| 3Y | -75.5% | +159.4% | -234.9% | -92.1% |
| 5Y | -86.7% | +141.8% | -228.6% | -95.7% |
| All | -86.7% | +140.3% | -227.0% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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