+54.9%
XLE vs SEDG
-75.9%
+130.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.5% | -5.4% | +0.9% |
| 7D | 0.0% | +12.1% | -12.1% | -0.4% |
| 30D | +12.6% | +14.7% | -2.1% | +12.0% |
| 3M | +11.8% | -43.0% | +54.9% | +13.7% |
| 6M | +16.1% | +9.0% | +7.0% | +13.7% |
| YTD | +46.9% | +26.3% | +20.6% | +42.4% |
| 1Y | +53.3% | +8.9% | +44.3% | +48.7% |
| 3Y | +54.9% | -75.5% | +130.4% | +53.3% |
| All | +54.9% | -75.9% | +130.8% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling