+135.7%
XLP vs SEDG
+70.6%
+65.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.8% |
| 7D | -1.0% | +8.9% | -9.9% | -1.3% |
| 30D | -0.9% | +0.9% | -1.8% | -1.0% |
| 3M | +3.8% | -53.2% | +57.1% | +6.0% |
| 6M | -1.7% | -9.9% | +8.1% | -2.8% |
| YTD | +10.3% | +18.5% | -8.3% | +7.5% |
| 1Y | +7.8% | +0.1% | +7.7% | +5.2% |
| 3Y | +27.2% | -78.9% | +106.1% | +29.1% |
| 5Y | +32.5% | -88.0% | +120.6% | +35.8% |
| 10Y | +101.8% | +97.5% | +4.3% | +72.2% |
| All | +135.7% | +70.6% | +65.2% | +98.6% |
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