+47.7%
XYZ vs SEDG
-77.6%
+125.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | -1.0% | +8.9% | -9.9% | -1.7% |
| 30D | -1.7% | +0.9% | -2.6% | -1.9% |
| 3M | +16.7% | -53.2% | +70.0% | +23.3% |
| 6M | +26.9% | -9.9% | +36.7% | +24.4% |
| YTD | +27.1% | +18.5% | +8.6% | +20.2% |
| 1Y | +9.3% | +0.1% | +9.1% | +4.1% |
| All | +47.7% | -77.6% | +125.3% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling