+149.7%
XBI vs SEDG
+106.4%
+43.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +0.4% |
| 7D | -4.6% | +1.4% | -6.0% | -4.9% |
| 30D | -2.0% | +8.3% | -10.3% | -3.4% |
| 3M | +17.8% | -40.7% | +58.4% | +24.5% |
| 6M | +23.7% | -3.9% | +27.6% | +18.3% |
| YTD | +28.2% | +20.2% | +8.0% | +16.9% |
| 1Y | +64.0% | +17.6% | +46.4% | +47.0% |
| 3Y | +99.4% | -76.6% | +176.0% | +111.0% |
| 5Y | +19.3% | -87.1% | +106.4% | +35.4% |
| All | +149.7% | +106.4% | +43.3% | +87.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling