+423.0%
XME vs SEDG
+75.6%
+347.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.2% |
| 7D | -0.2% | +3.6% | -3.8% | -0.7% |
| 30D | +1.4% | +9.3% | -7.9% | 0.0% |
| 3M | +2.7% | -39.1% | +41.8% | +8.2% |
| 6M | +6.5% | +1.8% | +4.7% | +2.0% |
| YTD | +15.2% | +22.0% | -6.9% | +6.8% |
| 1Y | +43.5% | +17.2% | +26.3% | +31.9% |
| 3Y | +135.9% | -76.3% | +212.2% | +148.3% |
| 5Y | +181.5% | -87.2% | +268.7% | +213.7% |
| 10Y | +436.9% | +108.6% | +328.3% | +276.9% |
| All | +423.0% | +75.6% | +347.4% | +282.7% |
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 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