-1.6%
XLY vs SEDG
-14.2%
+12.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -12.7% | +8.9% | -3.5% |
| 7D | +1.2% | -14.2% | +15.4% | +1.6% |
| 30D | +5.3% | -23.0% | +28.3% | +6.0% |
| 3M | -0.6% | -22.7% | +22.1% | -0.1% |
| 6M | +0.1% | -41.3% | +41.4% | +1.4% |
| YTD | -0.9% | -9.2% | +8.3% | -3.0% |
| 1Y | -1.6% | -36.1% | +34.5% | +0.2% |
| All | -1.6% | -14.2% | +12.6% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling