+467.1%
AXP vs SEDG
+103.5%
+363.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.0% |
| 7D | -2.5% | +3.6% | -6.1% | -2.9% |
| 30D | -5.0% | +9.3% | -14.3% | -6.1% |
| 3M | +1.4% | -39.1% | +40.4% | +5.3% |
| 6M | +6.0% | +1.8% | +4.2% | +1.6% |
| YTD | -12.3% | +22.0% | -34.4% | -18.4% |
| 1Y | +0.3% | +17.2% | -16.9% | -7.7% |
| 3Y | +111.7% | -76.3% | +188.0% | +121.3% |
| 5Y | +114.5% | -87.2% | +201.8% | +135.4% |
| 10Y | +467.1% | +108.6% | +358.5% | +316.4% |
| All | +467.1% | +103.5% | +363.5% | +316.4% |
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