+788.5%
XLK vs SEDG
+106.4%
+682.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +7.0% | +2.0% |
| 7D | +0.2% | +1.4% | -1.2% | -0.1% |
| 30D | -0.6% | +8.3% | -8.9% | -1.9% |
| 3M | +2.6% | -40.7% | +43.2% | +7.9% |
| 6M | +34.0% | -3.9% | +37.9% | +30.3% |
| YTD | +30.7% | +20.2% | +10.5% | +22.3% |
| 1Y | +39.2% | +17.6% | +21.6% | +28.7% |
| 3Y | +120.4% | -76.6% | +197.0% | +133.1% |
| 5Y | +148.8% | -87.1% | +235.9% | +177.5% |
| All | +788.5% | +106.4% | +682.0% | +564.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling