+192.9%
XOM vs SEDG
+106.4%
+86.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.1% | +0.9% |
| 7D | +4.1% | +1.4% | +2.7% | +3.9% |
| 30D | +4.6% | +8.3% | -3.7% | +3.8% |
| 3M | +14.0% | -40.7% | +54.6% | +17.2% |
| 6M | +11.0% | -3.9% | +14.9% | +8.3% |
| YTD | +40.7% | +20.2% | +20.5% | +33.7% |
| 1Y | +52.3% | +17.6% | +34.7% | +43.3% |
| 3Y | +60.5% | -76.6% | +137.1% | +65.1% |
| 5Y | +266.4% | -87.1% | +353.5% | +287.3% |
| All | +192.9% | +106.4% | +86.5% | +126.9% |
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