+174.7%
XLV vs SEDG
+73.0%
+101.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.5% | +0.1% |
| 7D | -3.6% | +1.4% | -5.0% | -3.7% |
| 30D | -1.8% | +8.3% | -10.1% | -2.4% |
| 3M | +7.8% | -40.7% | +48.4% | +10.0% |
| 6M | +9.1% | -3.9% | +13.0% | +6.9% |
| YTD | +7.7% | +20.2% | -12.5% | +3.5% |
| 1Y | +20.4% | +17.6% | +2.8% | +14.9% |
| 3Y | +30.8% | -76.6% | +107.4% | +32.5% |
| 5Y | +34.6% | -87.1% | +121.7% | +38.8% |
| 10Y | +173.4% | +105.5% | +67.9% | +115.3% |
| All | +174.7% | +73.0% | +101.7% | +113.9% |
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