+142.5%
XLC vs SEDG
-27.0%
+169.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.3% |
| 7D | -0.8% | +8.9% | -9.7% | -1.6% |
| 30D | +1.0% | +0.9% | +0.2% | +0.8% |
| 3M | -0.7% | -53.2% | +52.5% | +4.9% |
| 6M | -5.1% | -9.9% | +4.7% | -7.3% |
| YTD | -4.3% | +18.5% | -22.8% | -9.6% |
| 1Y | -0.6% | +0.1% | -0.7% | -5.8% |
| 3Y | +72.7% | -78.9% | +151.6% | +84.9% |
| 5Y | +38.0% | -88.0% | +126.0% | +53.5% |
| All | +142.5% | -27.0% | +169.5% | +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