+263.1%
XYL vs SEDG
+81.7%
+181.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.5% | -3.6% | +2.3% |
| 7D | +1.8% | +12.1% | -10.3% | +0.6% |
| 30D | -9.2% | +14.7% | -23.9% | -10.6% |
| 3M | -0.3% | -43.0% | +42.8% | +4.0% |
| 6M | -11.0% | +9.0% | -20.0% | -14.5% |
| YTD | -19.2% | +26.3% | -45.5% | -24.2% |
| 1Y | -21.2% | +8.9% | -30.1% | -26.0% |
| 3Y | +18.6% | -75.5% | +94.1% | +21.5% |
| 5Y | -14.3% | -86.7% | +72.4% | -8.7% |
| 10Y | +141.0% | +110.6% | +30.5% | +85.6% |
| All | +263.1% | +81.7% | +181.4% | +176.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling