+176.9%
XLE vs SEDG
+118.8%
+58.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -1.0% |
| 7D | +0.5% | +8.7% | -8.2% | -0.3% |
| 30D | +6.6% | +10.3% | -3.8% | +5.4% |
| 3M | +12.3% | -32.6% | +44.9% | +14.9% |
| 6M | +18.4% | -3.6% | +22.0% | +14.9% |
| YTD | +47.2% | +27.4% | +19.8% | +37.7% |
| 1Y | +50.3% | +24.9% | +25.4% | +38.8% |
| 3Y | +55.3% | -75.3% | +130.6% | +60.4% |
| 5Y | +226.0% | -86.3% | +312.3% | +247.6% |
| All | +176.9% | +118.8% | +58.2% | +101.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling