+212.7%
XEL vs SEDG
+83.3%
+129.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.2% |
| 7D | -1.2% | +8.7% | -9.9% | -1.5% |
| 30D | -2.9% | +10.3% | -13.2% | -3.3% |
| 3M | -2.7% | -32.6% | +29.9% | -1.8% |
| 6M | -6.5% | -3.6% | -3.0% | -7.7% |
| YTD | +3.6% | +27.4% | -23.8% | +0.8% |
| 1Y | +7.5% | +24.9% | -17.4% | +4.0% |
| 3Y | +46.3% | -75.3% | +121.6% | +47.6% |
| 5Y | +30.5% | -86.3% | +116.9% | +33.1% |
| 10Y | +151.4% | +117.7% | +33.7% | +125.9% |
| All | +212.7% | +83.3% | +129.4% | +180.5% |
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