+74.2%
XLF vs SEDG
-77.1%
+151.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +0.8% |
| 7D | -1.5% | +1.4% | -2.9% | -1.5% |
| 30D | -1.2% | +8.3% | -9.5% | -1.5% |
| 3M | +9.2% | -40.7% | +49.8% | +10.5% |
| 6M | +16.3% | -3.9% | +20.2% | +14.9% |
| YTD | +5.4% | +20.2% | -14.8% | +3.0% |
| 1Y | +7.6% | +17.6% | -10.0% | +4.8% |
| 3Y | +74.2% | -76.6% | +150.8% | +86.9% |
| All | +74.2% | -77.1% | +151.3% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling