-87.3%
SEDG vs XPO
+261.3%
-348.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | +1.4% | -5.7% | +7.1% | +4.0% |
| 30D | +8.3% | -12.8% | +21.1% | +14.8% |
| 3M | -40.7% | -20.0% | -20.7% | -34.6% |
| 6M | -3.9% | -6.0% | +2.1% | -1.5% |
| YTD | +20.2% | +34.0% | -13.8% | +5.7% |
| 1Y | +17.6% | +35.6% | -18.0% | +2.1% |
| 3Y | -76.6% | +152.3% | -228.9% | -85.6% |
| All | -87.3% | +261.3% | -348.6% | -94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling