+28.4%
XLY vs SEDG
-87.2%
+115.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.6% | +6.5% | +1.4% |
| 7D | -1.7% | +1.4% | -3.1% | -1.9% |
| 30D | -4.2% | +8.3% | -12.5% | -5.1% |
| 3M | -2.7% | -40.7% | +38.0% | +1.0% |
| 6M | -0.6% | -3.9% | +3.3% | -3.7% |
| YTD | -5.0% | +20.2% | -25.2% | -11.1% |
| 1Y | -4.1% | +17.6% | -21.7% | -11.2% |
| 3Y | +33.6% | -76.6% | +110.2% | +51.2% |
| All | +28.4% | -87.2% | +115.6% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling