+263.0%
XLF vs SEDG
+73.0%
+190.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +1.1% |
| 7D | -1.5% | +1.4% | -2.9% | -1.6% |
| 30D | -1.2% | +8.3% | -9.5% | -1.9% |
| 3M | +9.2% | -40.7% | +49.8% | +12.4% |
| 6M | +16.3% | -3.9% | +20.2% | +13.4% |
| YTD | +5.4% | +20.2% | -14.8% | +0.2% |
| 1Y | +7.6% | +17.6% | -10.0% | +1.3% |
| 3Y | +74.2% | -76.6% | +150.8% | +79.5% |
| 5Y | +66.1% | -87.1% | +153.2% | +76.2% |
| 10Y | +252.8% | +105.5% | +147.3% | +166.4% |
| All | +263.0% | +73.0% | +190.0% | +166.3% |
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