+157.7%
XLE vs SEDG
+33.0%
+124.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.3% | +1.6% |
| 7D | -0.2% | -11.2% | +10.9% | +0.8% |
| 30D | -4.0% | -15.3% | +11.3% | -2.8% |
| 3M | +4.6% | -19.9% | +24.6% | +6.1% |
| 6M | +12.3% | -36.2% | +48.5% | +13.8% |
| YTD | +44.5% | -7.6% | +52.1% | +38.7% |
| 1Y | +42.4% | -40.3% | +82.8% | +42.5% |
| 3Y | +67.0% | -62.5% | +129.5% | +60.0% |
| 5Y | +161.9% | -92.6% | +254.5% | +196.9% |
| 10Y | +173.9% | +99.8% | +74.1% | +93.2% |
| All | +157.7% | +33.0% | +124.7% | +87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling