+178.8%
XLU vs SEDG
+73.0%
+105.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | 0.0% |
| 7D | -1.6% | +1.4% | -3.0% | -1.7% |
| 30D | -3.3% | +8.3% | -11.6% | -3.8% |
| 3M | -3.2% | -40.7% | +37.5% | -1.3% |
| 6M | -7.0% | -3.9% | -3.0% | -8.5% |
| YTD | +0.6% | +20.2% | -19.6% | -2.7% |
| 1Y | +2.4% | +17.6% | -15.2% | -1.6% |
| 3Y | +46.3% | -76.6% | +122.9% | +48.3% |
| 5Y | +44.0% | -87.1% | +131.1% | +48.5% |
| 10Y | +140.1% | +105.5% | +34.6% | +111.9% |
| All | +178.8% | +73.0% | +105.8% | +147.4% |
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