+210.0%
XHB vs SEDG
+81.7%
+128.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.5% | -8.9% | -3.3% |
| 7D | +0.2% | +12.1% | -11.9% | -1.4% |
| 30D | -9.1% | +14.7% | -23.8% | -10.9% |
| 3M | -2.3% | -43.0% | +40.7% | +3.2% |
| 6M | -4.1% | +9.0% | -13.2% | -9.5% |
| YTD | -1.7% | +26.3% | -28.0% | -9.9% |
| 1Y | -15.1% | +8.9% | -24.0% | -22.1% |
| 3Y | +26.8% | -75.5% | +102.4% | +30.0% |
| 5Y | +37.3% | -86.7% | +124.1% | +48.3% |
| 10Y | +205.7% | +110.6% | +95.1% | +125.6% |
| All | +210.0% | +81.7% | +128.3% | +132.9% |
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 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