+128.8%
XLP vs SEDG
+117.8%
+11.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | +0.1% | -8.4% | +8.5% | +0.3% |
| 30D | +8.9% | -14.1% | +23.1% | +9.4% |
| 3M | +7.5% | -12.9% | +20.4% | +7.7% |
| 6M | +9.4% | -33.0% | +42.5% | +9.5% |
| YTD | +19.3% | -4.1% | +23.4% | +16.8% |
| 1Y | +21.7% | -30.9% | +52.6% | +20.7% |
| 3Y | +44.0% | -60.7% | +104.6% | +41.1% |
| 5Y | +42.8% | -92.1% | +134.9% | +49.8% |
| 10Y | +128.8% | +97.6% | +31.2% | +96.8% |
| All | +128.8% | +117.8% | +11.0% | +96.8% |
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