+178.5%
XLE vs SEDG
+109.6%
+69.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +1.1% |
| 7D | +0.3% | +3.6% | -3.3% | 0.0% |
| 30D | +8.5% | +9.3% | -0.8% | +7.4% |
| 3M | +14.6% | -39.1% | +53.7% | +18.4% |
| 6M | +17.6% | +1.8% | +15.8% | +13.4% |
| YTD | +48.1% | +22.0% | +26.0% | +39.1% |
| 1Y | +53.8% | +17.2% | +36.6% | +43.0% |
| 3Y | +56.2% | -76.3% | +132.6% | +62.0% |
| 5Y | +227.7% | -87.2% | +315.0% | +252.4% |
| All | +178.5% | +109.6% | +69.0% | +103.3% |
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 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