+159.0%
XLE vs SEDG
+70.6%
+88.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.0% |
| 7D | +2.2% | +8.9% | -6.7% | +1.4% |
| 30D | +11.8% | +0.9% | +10.9% | +11.5% |
| 3M | +9.8% | -53.2% | +63.1% | +16.3% |
| 6M | +15.6% | -9.9% | +25.4% | +12.8% |
| YTD | +45.3% | +18.5% | +26.7% | +36.8% |
| 1Y | +48.3% | +0.1% | +48.2% | +40.1% |
| 3Y | +55.4% | -78.9% | +134.3% | +62.1% |
| 5Y | +216.1% | -88.0% | +304.1% | +239.2% |
| 10Y | +178.4% | +97.5% | +80.9% | +97.6% |
| All | +159.0% | +70.6% | +88.4% | +85.1% |
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 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