+176.5%
XLE vs SEDG
+84.0%
+92.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.9% | +10.4% | +2.3% |
| 7D | +4.4% | -7.3% | +11.7% | +5.0% |
| 30D | -4.3% | -25.3% | +21.1% | -2.0% |
| 3M | +6.0% | -24.1% | +30.2% | +8.0% |
| 6M | +13.2% | -39.9% | +53.1% | +15.2% |
| YTD | +46.7% | -15.8% | +62.5% | +41.9% |
| 1Y | +46.6% | -42.9% | +89.5% | +47.1% |
| 3Y | +69.6% | -65.9% | +135.4% | +64.3% |
| 5Y | +166.5% | -93.3% | +259.8% | +209.8% |
| All | +176.5% | +84.0% | +92.4% | +105.4% |
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