+143.7%
XLC vs SEDG
-26.0%
+169.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +1.5% |
| 7D | +0.5% | +1.4% | -0.9% | +0.3% |
| 30D | +2.1% | +8.3% | -6.2% | +1.2% |
| 3M | +0.7% | -40.7% | +41.3% | +4.2% |
| 6M | -3.2% | -3.9% | +0.7% | -5.9% |
| YTD | -3.8% | +20.2% | -24.0% | -9.3% |
| 1Y | -2.0% | +17.6% | -19.6% | -8.7% |
| 3Y | +71.4% | -76.6% | +148.0% | +80.7% |
| 5Y | +40.7% | -87.1% | +127.8% | +54.9% |
| All | +143.7% | -26.0% | +169.7% | +79.9% |
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