+218.0%
XOM vs SEDG
+83.3%
+134.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | +0.3% |
| 7D | +1.9% | +8.7% | -6.9% | +1.2% |
| 30D | +4.1% | +10.3% | -6.3% | +3.1% |
| 3M | +10.4% | -32.6% | +43.0% | +12.4% |
| 6M | +13.0% | -3.6% | +16.6% | +10.3% |
| YTD | +40.1% | +27.4% | +12.7% | +32.7% |
| 1Y | +51.1% | +24.9% | +26.2% | +41.8% |
| 3Y | +57.7% | -75.3% | +133.0% | +60.4% |
| 5Y | +264.7% | -86.3% | +351.0% | +280.5% |
| 10Y | +193.1% | +117.7% | +75.4% | +123.1% |
| All | +218.0% | +83.3% | +134.7% | +142.1% |
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