+1,907.3%
AXON vs SEDG
+110.6%
+1,796.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.5% | -8.5% | -2.8% |
| 7D | -2.5% | +12.1% | -14.6% | -3.9% |
| 30D | -11.5% | +14.7% | -26.2% | -13.1% |
| 3M | +7.3% | -43.0% | +50.3% | +12.9% |
| 6M | -11.9% | +9.0% | -21.0% | -16.4% |
| YTD | -11.0% | +26.3% | -37.3% | -17.8% |
| 1Y | -31.8% | +8.9% | -40.7% | -37.1% |
| 3Y | +135.4% | -75.5% | +210.9% | +155.1% |
| 5Y | +176.9% | -86.7% | +263.6% | +225.0% |
| All | +1,907.3% | +110.6% | +1,796.7% | +1,488.5% |
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