-68.6%
XYZ vs SEDG
-87.2%
+18.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.5% | -9.7% | -4.4% |
| 7D | +2.9% | +12.1% | -9.3% | +0.6% |
| 30D | +1.4% | +14.7% | -13.3% | -1.5% |
| 3M | +14.6% | -43.0% | +57.6% | +24.1% |
| 6M | +20.8% | +9.0% | +11.7% | +10.3% |
| YTD | +23.1% | +26.3% | -3.2% | +6.6% |
| 1Y | +5.6% | +8.9% | -3.3% | -7.9% |
| 3Y | +50.9% | -75.5% | +126.4% | +107.2% |
| 5Y | -68.6% | -86.7% | +18.2% | -48.6% |
| All | -68.6% | -87.2% | +18.6% | -48.6% |
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