+152.7%
XLP vs SEDG
+37.2%
+115.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.0% | -6.3% | -1.4% |
| 7D | +0.7% | -8.5% | +9.2% | +1.0% |
| 30D | +10.3% | -17.0% | +27.3% | +10.8% |
| 3M | +6.5% | -15.8% | +22.3% | +6.9% |
| 6M | +8.4% | -32.3% | +40.6% | +8.5% |
| YTD | +18.2% | -4.6% | +22.8% | +15.9% |
| 1Y | +22.4% | -29.2% | +51.7% | +21.3% |
| 3Y | +41.9% | -61.7% | +103.6% | +39.1% |
| 5Y | +40.9% | -92.0% | +132.9% | +46.9% |
| 10Y | +128.4% | +100.8% | +27.6% | +94.2% |
| All | +152.7% | +37.2% | +115.5% | +114.1% |
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