+124.1%
XBI vs SEDG
+83.3%
+40.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -2.2% |
| 7D | -4.6% | +8.7% | -13.3% | -5.8% |
| 30D | -0.8% | +10.3% | -11.1% | -2.5% |
| 3M | +21.8% | -32.6% | +54.4% | +26.5% |
| 6M | +23.2% | -3.6% | +26.8% | +17.7% |
| YTD | +28.7% | +27.4% | +1.4% | +16.3% |
| 1Y | +67.8% | +24.9% | +42.9% | +49.0% |
| 3Y | +100.6% | -75.3% | +176.0% | +108.3% |
| 5Y | +19.8% | -86.3% | +106.1% | +33.1% |
| 10Y | +159.7% | +117.7% | +42.0% | +70.5% |
| All | +124.1% | +83.3% | +40.8% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling