+32.5%
XLB vs SEDG
-76.7%
+109.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | -0.9% |
| 7D | -2.9% | +3.6% | -6.6% | -3.2% |
| 30D | -3.4% | +9.3% | -12.7% | -4.0% |
| 3M | +1.6% | -39.1% | +40.7% | +3.7% |
| 6M | +3.6% | +1.8% | +1.9% | +1.2% |
| YTD | +14.2% | +22.0% | -7.8% | +9.8% |
| 1Y | +15.6% | +17.2% | -1.6% | +10.4% |
| All | +32.5% | -76.7% | +109.3% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling