+168.5%
XME vs SEDG
-86.8%
+255.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.4% | -8.1% | -4.2% |
| 7D | -3.0% | +8.7% | -11.8% | -4.1% |
| 30D | -2.6% | +10.3% | -12.9% | -4.0% |
| 3M | +2.2% | -32.6% | +34.8% | +5.6% |
| 6M | +0.7% | -3.6% | +4.3% | -2.3% |
| YTD | +10.9% | +27.4% | -16.5% | +3.3% |
| 1Y | +35.7% | +24.9% | +10.8% | +25.2% |
| 3Y | +127.1% | -75.3% | +202.4% | +156.8% |
| 5Y | +168.5% | -86.3% | +254.8% | +217.3% |
| All | +168.5% | -86.8% | +255.2% | +217.3% |
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 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