+102.9%
XLP vs SEDG
+107.5%
-4.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.5% | -7.2% | -0.9% |
| 7D | -1.4% | +12.1% | -13.6% | -1.8% |
| 30D | -1.3% | +14.7% | -16.0% | -1.8% |
| 3M | +1.8% | -43.0% | +44.9% | +3.3% |
| 6M | -0.8% | +9.0% | -9.9% | -2.7% |
| YTD | +9.5% | +26.3% | -16.7% | +6.5% |
| 1Y | +7.2% | +8.9% | -1.8% | +4.2% |
| 3Y | +27.1% | -75.5% | +102.7% | +28.6% |
| 5Y | +32.0% | -86.7% | +118.8% | +35.2% |
| 10Y | +102.9% | +110.6% | -7.7% | +72.5% |
| All | +102.9% | +107.5% | -4.6% | +72.5% |
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