+170.3%
XLB vs SEDG
+70.6%
+99.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -1.4% | +8.9% | -10.3% | -2.2% |
| 30D | -0.4% | +0.9% | -1.3% | -0.6% |
| 3M | +2.0% | -53.2% | +55.2% | +8.1% |
| 6M | +1.8% | -9.9% | +11.7% | -0.5% |
| YTD | +16.6% | +18.5% | -2.0% | +10.0% |
| 1Y | +16.9% | +0.1% | +16.8% | +10.7% |
| 3Y | +32.6% | -78.9% | +111.4% | +37.6% |
| 5Y | +35.6% | -88.0% | +123.7% | +45.3% |
| 10Y | +160.0% | +97.5% | +62.6% | +96.8% |
| All | +170.3% | +70.6% | +99.7% | +104.2% |
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