+227.7%
XLE vs SEDG
-87.1%
+314.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +1.0% |
| 7D | +0.3% | +3.6% | -3.3% | +0.1% |
| 30D | +8.5% | +9.3% | -0.8% | +7.9% |
| 3M | +14.6% | -39.1% | +53.7% | +16.9% |
| 6M | +17.6% | +1.8% | +15.8% | +14.8% |
| YTD | +48.1% | +22.0% | +26.0% | +42.3% |
| 1Y | +53.8% | +17.2% | +36.6% | +46.8% |
| 3Y | +56.2% | -76.3% | +132.6% | +63.1% |
| 5Y | +227.7% | -87.2% | +315.0% | +259.1% |
| All | +227.7% | -87.1% | +314.8% | +259.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling