+133.2%
XRT vs SEDG
+80.7%
+52.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.6% |
| 7D | +1.7% | -13.3% | +15.0% | +3.4% |
| 30D | +7.5% | -21.9% | +29.4% | +10.3% |
| 3M | +2.2% | -25.9% | +28.1% | +5.0% |
| 6M | +14.7% | -44.2% | +58.9% | +18.7% |
| YTD | +7.5% | -17.3% | +24.8% | +3.1% |
| 1Y | +14.1% | -34.5% | +48.6% | +12.7% |
| 3Y | +58.8% | -66.7% | +125.5% | +53.9% |
| 5Y | -3.9% | -93.4% | +89.5% | +15.4% |
| All | +133.2% | +80.7% | +52.5% | +65.9% |
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