+919.5%
XLK vs SEDG
+83.3%
+836.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -1.9% |
| 7D | -0.4% | +8.7% | -9.1% | -1.4% |
| 30D | -0.5% | +10.3% | -10.8% | -1.9% |
| 3M | +5.0% | -32.6% | +37.6% | +8.6% |
| 6M | +32.9% | -3.6% | +36.4% | +29.4% |
| YTD | +29.0% | +27.4% | +1.6% | +20.4% |
| 1Y | +37.8% | +24.9% | +12.9% | +27.2% |
| 3Y | +118.7% | -75.3% | +194.0% | +126.6% |
| 5Y | +145.6% | -86.3% | +231.9% | +167.1% |
| 10Y | +791.5% | +117.7% | +673.8% | +576.6% |
| All | +919.5% | +83.3% | +836.2% | +678.1% |
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