+119.9%
XRT vs SEDG
+118.8%
+1.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.3% |
| 7D | -3.6% | +8.7% | -12.3% | -4.6% |
| 30D | -6.7% | +10.3% | -17.0% | -8.0% |
| 3M | -1.4% | -32.6% | +31.2% | +1.8% |
| 6M | +1.7% | -3.6% | +5.3% | -2.2% |
| YTD | -1.5% | +27.4% | -28.9% | -9.8% |
| 1Y | -2.5% | +24.9% | -27.4% | -12.0% |
| 3Y | +39.9% | -75.3% | +115.2% | +44.9% |
| 5Y | -2.6% | -86.3% | +83.7% | +6.3% |
| All | +119.9% | +118.8% | +1.2% | +55.1% |
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 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