+30.8%
XLV vs SEDG
-77.1%
+107.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.5% | -0.1% |
| 7D | -3.6% | +1.4% | -5.0% | -3.6% |
| 30D | -1.8% | +8.3% | -10.1% | -2.1% |
| 3M | +7.8% | -40.7% | +48.4% | +8.8% |
| 6M | +9.1% | -3.9% | +13.0% | +7.7% |
| YTD | +7.7% | +20.2% | -12.5% | +5.1% |
| 1Y | +20.4% | +17.6% | +2.8% | +17.0% |
| 3Y | +30.8% | -76.6% | +107.4% | +31.3% |
| All | +30.8% | -77.1% | +107.9% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling