+136.0%
XLC vs SEDG
-49.1%
+185.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.2% |
| 7D | +3.7% | -13.3% | +17.0% | +5.0% |
| 30D | -1.9% | -21.9% | +19.9% | -0.1% |
| 3M | -3.1% | -25.9% | +22.8% | -1.2% |
| 6M | -6.4% | -44.2% | +37.9% | -4.0% |
| YTD | -6.8% | -17.3% | +10.5% | -9.6% |
| 1Y | -1.7% | -34.5% | +32.8% | -2.6% |
| 3Y | +64.7% | -66.7% | +131.4% | +61.7% |
| 5Y | +41.1% | -93.4% | +134.5% | +67.2% |
| All | +136.0% | -49.1% | +185.1% | +79.3% |
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