+65.2%
SEDG vs RY
+420.0%
-354.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.9% |
| 7D | +8.9% | +3.1% | +5.8% | +5.3% |
| 30D | +0.9% | -0.3% | +1.2% | +0.8% |
| 3M | -53.2% | +8.7% | -61.9% | -57.5% |
| 6M | -9.9% | +28.5% | -38.4% | -31.9% |
| YTD | +18.5% | +25.1% | -6.6% | -7.4% |
| 1Y | +0.1% | +46.3% | -46.2% | -33.5% |
| 3Y | -78.9% | +154.9% | -233.8% | -91.7% |
| 5Y | -88.0% | +140.3% | -228.3% | -95.1% |
| 10Y | +97.5% | +377.0% | -279.6% | -57.7% |
| All | +65.2% | +420.0% | -354.8% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling