-14.2%
XYL vs SEDG
-87.2%
+72.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +0.9% |
| 7D | +1.2% | +1.4% | -0.2% | +1.0% |
| 30D | -11.9% | +8.3% | -20.3% | -12.7% |
| 3M | -1.5% | -40.7% | +39.1% | +1.8% |
| 6M | -11.9% | -3.9% | -8.0% | -14.1% |
| YTD | -20.6% | +20.2% | -40.8% | -24.7% |
| 1Y | -23.5% | +17.6% | -41.1% | -28.3% |
| 3Y | +14.9% | -76.6% | +91.5% | +25.0% |
| All | -14.2% | -87.2% | +72.9% | -3.0% |
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