+64.8%
XYZ vs SEDG
-61.9%
+126.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -3.0% | -0.1% |
| 7D | -2.2% | -11.2% | +9.0% | -1.3% |
| 30D | +11.6% | -15.3% | +26.9% | +12.8% |
| 3M | +8.4% | -19.9% | +28.3% | +9.8% |
| 6M | +17.2% | -36.2% | +53.3% | +19.1% |
| YTD | +31.7% | -7.6% | +39.3% | +26.9% |
| 1Y | +30.1% | -40.3% | +70.4% | +30.6% |
| All | +64.8% | -61.9% | +126.7% | +87.6% |
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