-62.2%
XYZ vs SEDG
-92.4%
+30.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -3.0% | -0.4% |
| 7D | -2.2% | -11.2% | +9.0% | -0.1% |
| 30D | +11.6% | -15.3% | +26.9% | +14.3% |
| 3M | +8.4% | -19.9% | +28.3% | +11.6% |
| 6M | +17.2% | -36.2% | +53.3% | +20.4% |
| YTD | +31.7% | -7.6% | +39.3% | +19.9% |
| 1Y | +30.1% | -40.3% | +70.4% | +29.9% |
| 3Y | +66.4% | -62.5% | +129.0% | +70.7% |
| 5Y | -62.2% | -92.6% | +30.4% | -21.6% |
| All | -62.2% | -92.4% | +30.2% | -21.6% |
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 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