+529.4%
XYZ vs SEDG
+44.6%
+484.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.9% | +4.9% | -2.0% |
| 7D | -2.1% | -7.3% | +5.2% | -0.5% |
| 30D | +7.0% | -25.3% | +32.4% | +13.5% |
| 3M | +5.1% | -24.1% | +29.2% | +10.2% |
| 6M | +14.1% | -39.9% | +54.0% | +19.5% |
| YTD | +26.4% | -15.8% | +42.2% | +15.6% |
| 1Y | +25.1% | -42.9% | +67.9% | +25.8% |
| 3Y | +59.7% | -65.9% | +125.6% | +47.6% |
| 5Y | -63.8% | -93.3% | +29.5% | -43.4% |
| 10Y | +592.4% | +81.9% | +510.5% | +347.7% |
| All | +529.4% | +44.6% | +484.8% | +339.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling