+221.4%
SPXL vs SEDG
-77.1%
+298.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.6% | +8.1% | +3.2% |
| 7D | -2.5% | +1.4% | -3.9% | -2.9% |
| 30D | -4.2% | +8.3% | -12.5% | -5.6% |
| 3M | +8.1% | -40.7% | +48.8% | +14.5% |
| 6M | +35.6% | -3.9% | +39.5% | +31.1% |
| YTD | +28.8% | +20.2% | +8.6% | +19.2% |
| 1Y | +39.8% | +17.6% | +22.2% | +28.3% |
| 3Y | +221.4% | -76.6% | +298.0% | +262.4% |
| All | +221.4% | -77.1% | +298.5% | +262.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 3y: compounded portfolio wealth divided by compounded SEDG 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…
3y analysis · Full analysis span regression · 6 months rolling