+159.8%
XLB vs SEDG
+106.4%
+53.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +0.9% |
| 7D | -2.8% | +1.4% | -4.2% | -3.0% |
| 30D | -3.1% | +8.3% | -11.4% | -4.1% |
| 3M | -0.2% | -40.7% | +40.5% | +3.6% |
| 6M | +3.1% | -3.9% | +7.0% | -0.1% |
| YTD | +13.3% | +20.2% | -6.9% | +6.4% |
| 1Y | +12.0% | +17.6% | -5.6% | +4.0% |
| 3Y | +31.4% | -76.6% | +108.0% | +35.8% |
| 5Y | +33.9% | -87.1% | +121.0% | +43.6% |
| All | +159.8% | +106.4% | +53.4% | +102.4% |
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