+164.2%
XLE vs SEDG
+19.0%
+145.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.1% |
| 7D | +5.4% | -13.3% | +18.7% | +6.7% |
| 30D | -3.9% | -21.9% | +17.9% | -2.0% |
| 3M | +7.0% | -25.9% | +32.9% | +9.3% |
| 6M | +14.2% | -44.2% | +58.4% | +17.1% |
| YTD | +48.2% | -17.3% | +65.5% | +43.6% |
| 1Y | +47.7% | -34.5% | +82.2% | +46.3% |
| 3Y | +70.0% | -66.7% | +136.7% | +64.6% |
| 5Y | +169.1% | -93.4% | +262.6% | +208.6% |
| 10Y | +180.7% | +78.7% | +102.1% | +100.0% |
| All | +164.2% | +19.0% | +145.2% | +94.3% |
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 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