+55.0%
XOP vs SEDG
+106.4%
-51.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.8% | +0.9% |
| 7D | +2.6% | +1.4% | +1.2% | +2.4% |
| 30D | +9.6% | +8.3% | +1.3% | +8.1% |
| 3M | +20.4% | -40.7% | +61.0% | +26.6% |
| 6M | +19.9% | -3.9% | +23.8% | +15.1% |
| YTD | +56.4% | +20.2% | +36.2% | +43.6% |
| 1Y | +52.4% | +17.6% | +34.8% | +37.5% |
| 3Y | +39.9% | -76.6% | +116.5% | +46.9% |
| 5Y | +163.7% | -87.1% | +250.8% | +191.7% |
| All | +55.0% | +106.4% | -51.4% | +0.9% |
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