+163.4%
XOP vs SEDG
-86.8%
+250.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.1% | -0.2% |
| 7D | +1.6% | +8.7% | -7.1% | +0.8% |
| 30D | +9.6% | +10.3% | -0.7% | +8.4% |
| 3M | +16.9% | -32.6% | +49.5% | +19.7% |
| 6M | +24.0% | -3.6% | +27.6% | +20.6% |
| YTD | +56.2% | +27.4% | +28.8% | +46.4% |
| 1Y | +51.8% | +24.9% | +26.9% | +40.5% |
| 3Y | +37.0% | -75.3% | +112.3% | +47.0% |
| 5Y | +163.4% | -86.3% | +249.7% | +200.6% |
| All | +163.4% | -86.8% | +250.2% | +200.6% |
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