-1.8%
XRT vs SEDG
-87.3%
+85.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.3% |
| 7D | -2.4% | +3.6% | -6.0% | -2.8% |
| 30D | -6.9% | +9.3% | -16.3% | -8.1% |
| 3M | -0.4% | -39.1% | +38.7% | +3.6% |
| 6M | +2.2% | +1.8% | +0.4% | -2.3% |
| YTD | -0.7% | +22.0% | -22.7% | -8.2% |
| 1Y | -2.0% | +17.2% | -19.2% | -10.5% |
| 3Y | +41.0% | -76.3% | +117.4% | +57.7% |
| All | -1.8% | -87.3% | +85.5% | +14.9% |
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 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