+108.1%
XLRE vs SEDG
+41.0%
+67.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.6% | +6.5% | +1.3% |
| 7D | -1.2% | +1.4% | -2.6% | -1.3% |
| 30D | -2.4% | +8.3% | -10.7% | -3.1% |
| 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% | +3.8% |
| 1Y | +5.6% | +17.6% | -12.0% | -0.6% |
| 3Y | +31.3% | -76.6% | +107.9% | +34.3% |
| 5Y | +9.5% | -87.1% | +96.6% | +15.5% |
| 10Y | +89.0% | +105.5% | -16.5% | +54.3% |
| All | +108.1% | +41.0% | +67.2% | +72.6% |
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