+7.6%
XLF vs SEDG
+17.9%
-10.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +0.7% |
| 7D | -1.5% | +1.4% | -2.9% | -1.5% |
| 30D | -1.2% | +8.3% | -9.5% | -1.3% |
| 3M | +9.2% | -40.7% | +49.8% | +9.8% |
| 6M | +16.3% | -3.9% | +20.2% | +14.3% |
| YTD | +5.4% | +20.2% | -14.8% | +2.3% |
| 1Y | +7.6% | +17.6% | -10.0% | +6.0% |
| All | +7.6% | +17.9% | -10.3% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling