+242.7%
XLY vs SEDG
+73.0%
+169.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.6% | +6.5% | +1.5% |
| 7D | -1.7% | +1.4% | -3.1% | -1.9% |
| 30D | -4.2% | +8.3% | -12.5% | -5.2% |
| 3M | -2.7% | -40.7% | +38.0% | +1.4% |
| 6M | -0.6% | -3.9% | +3.3% | -3.8% |
| YTD | -5.0% | +20.2% | -25.2% | -11.3% |
| 1Y | -4.1% | +17.6% | -21.7% | -11.4% |
| 3Y | +33.6% | -76.6% | +110.2% | +38.0% |
| 5Y | +28.7% | -87.1% | +115.8% | +39.7% |
| 10Y | +219.6% | +105.5% | +114.2% | +152.7% |
| All | +242.7% | +73.0% | +169.7% | +167.3% |
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 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