+141.4%
XLC vs SEDG
-22.2%
+163.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.5% | -7.0% | -1.0% |
| 7D | +0.6% | +12.1% | -11.5% | -0.5% |
| 30D | +0.2% | +14.7% | -14.5% | -1.1% |
| 3M | +0.6% | -43.0% | +43.7% | +4.5% |
| 6M | -4.5% | +9.0% | -13.5% | -8.3% |
| YTD | -4.7% | +26.3% | -31.0% | -10.6% |
| 1Y | -1.7% | +8.9% | -10.6% | -7.6% |
| 3Y | +72.3% | -75.5% | +147.8% | +81.1% |
| 5Y | +37.8% | -86.7% | +124.5% | +51.5% |
| All | +141.4% | -22.2% | +163.6% | +77.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling