+100.2%
SEDG vs XPO
+1,516.3%
-1,416.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | +1.4% | -5.7% | +7.1% | +3.7% |
| 30D | +8.3% | -12.8% | +21.1% | +14.0% |
| 3M | -40.7% | -20.0% | -20.7% | -35.4% |
| 6M | -3.9% | -6.0% | +2.1% | -1.7% |
| YTD | +20.2% | +34.0% | -13.8% | +7.3% |
| 1Y | +17.6% | +35.6% | -18.0% | +3.9% |
| 3Y | -76.6% | +152.3% | -228.9% | -84.4% |
| 5Y | -87.1% | +264.4% | -351.4% | -92.9% |
| All | +100.2% | +1,516.3% | -1,416.1% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling