+284.6%
XLI vs SEDG
+81.7%
+202.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.5% | -7.0% | -1.1% |
| 7D | +1.0% | +12.1% | -11.1% | -0.1% |
| 30D | -5.8% | +14.7% | -20.5% | -7.1% |
| 3M | +0.7% | -43.0% | +43.7% | +4.6% |
| 6M | +3.2% | +9.0% | -5.9% | -0.5% |
| YTD | +13.0% | +26.3% | -13.2% | +6.8% |
| 1Y | +16.8% | +8.9% | +7.8% | +10.6% |
| 3Y | +72.4% | -75.5% | +147.9% | +76.9% |
| 5Y | +82.8% | -86.7% | +169.5% | +93.9% |
| 10Y | +252.4% | +110.6% | +141.9% | +169.9% |
| All | +284.6% | +81.7% | +202.9% | +193.6% |
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