+164.2%
XLB vs SEDG
+80.7%
+83.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | +0.5% | -13.3% | +13.8% | +1.9% |
| 30D | +5.2% | -21.9% | +27.0% | +7.3% |
| 3M | +0.3% | -25.9% | +26.2% | +2.6% |
| 6M | +1.2% | -44.2% | +45.4% | +4.0% |
| YTD | +16.6% | -17.3% | +34.0% | +13.1% |
| 1Y | +21.4% | -34.5% | +56.0% | +20.5% |
| 3Y | +43.2% | -66.7% | +109.9% | +39.4% |
| 5Y | +28.0% | -93.4% | +121.5% | +48.1% |
| All | +164.2% | +80.7% | +83.5% | +110.6% |
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