+402.6%
XME vs SEDG
+106.4%
+296.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | -0.2% |
| 7D | -4.2% | +1.4% | -5.6% | -4.5% |
| 30D | -2.7% | +8.3% | -11.0% | -4.0% |
| 3M | -3.9% | -40.7% | +36.7% | +1.5% |
| 6M | -1.0% | -3.9% | +2.9% | -4.4% |
| YTD | +9.8% | +20.2% | -10.4% | +1.8% |
| 1Y | +32.5% | +17.6% | +15.0% | +21.5% |
| 3Y | +124.3% | -76.6% | +201.0% | +139.4% |
| 5Y | +165.8% | -87.1% | +252.9% | +199.9% |
| All | +402.6% | +106.4% | +296.2% | +273.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling