+34.0%
XHB vs SEDG
-87.2%
+121.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.6% | +7.2% | +2.3% |
| 7D | -4.6% | +1.4% | -6.0% | -4.9% |
| 30D | -9.1% | +8.3% | -17.4% | -10.2% |
| 3M | -8.6% | -40.7% | +32.1% | -4.3% |
| 6M | -4.0% | -3.9% | -0.1% | -7.6% |
| YTD | -3.9% | +20.2% | -24.2% | -11.2% |
| 1Y | -16.5% | +17.6% | -34.1% | -24.0% |
| 3Y | +22.6% | -76.6% | +99.2% | +34.1% |
| All | +34.0% | -87.2% | +121.2% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling