+604.5%
XYZ vs SEDG
+103.5%
+501.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.5% | -0.1% |
| 7D | -3.7% | +3.6% | -7.3% | -4.6% |
| 30D | +0.5% | +9.3% | -8.8% | -2.0% |
| 3M | +16.3% | -39.1% | +55.4% | +26.4% |
| 6M | +21.1% | +1.8% | +19.4% | +10.2% |
| YTD | +22.0% | +22.0% | -0.1% | +3.2% |
| 1Y | +5.2% | +17.2% | -12.1% | -13.0% |
| 3Y | +49.6% | -76.3% | +125.9% | +66.5% |
| 5Y | -68.4% | -87.2% | +18.8% | -57.2% |
| 10Y | +604.5% | +108.6% | +495.9% | +303.9% |
| All | +604.5% | +103.5% | +501.0% | +303.9% |
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