+8.9%
XLRE vs SEDG
-87.2%
+96.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.6% | +6.5% | +1.2% |
| 7D | -1.2% | +1.4% | -2.6% | -1.3% |
| 30D | -2.4% | +8.3% | -10.7% | -3.0% |
| 3M | -2.5% | -40.7% | +38.2% | -0.2% |
| 6M | +4.0% | -3.9% | +7.9% | +1.3% |
| YTD | +9.3% | +20.2% | -10.9% | +4.0% |
| 1Y | +5.6% | +17.6% | -12.0% | -0.4% |
| 3Y | +31.3% | -76.6% | +107.9% | +41.7% |
| All | +8.9% | -87.2% | +96.1% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling