+1,060.5%
AXON vs SEDG
+94.7%
+965.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.1% | +1.1% | +3.9% |
| 7D | -25.6% | -11.2% | -14.5% | -24.7% |
| 30D | -23.9% | -15.3% | -8.6% | -22.6% |
| 3M | -50.4% | -19.9% | -30.5% | -49.5% |
| 6M | -20.0% | -36.2% | +16.2% | -18.2% |
| YTD | -44.5% | -7.6% | -36.9% | -47.1% |
| 1Y | -44.9% | -40.3% | -4.5% | -44.6% |
| 3Y | +44.7% | -62.5% | +107.2% | +39.6% |
| 5Y | +86.7% | -92.6% | +179.2% | +140.0% |
| 10Y | +1,060.5% | +99.8% | +960.7% | +808.0% |
| All | +1,060.5% | +94.7% | +965.8% | +808.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling