+434.8%
AXP vs SEDG
+116.6%
+318.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.2% | -1.8% |
| 7D | +0.6% | -8.5% | +9.0% | +1.3% |
| 30D | +5.8% | -17.0% | +22.9% | +7.6% |
| 3M | -6.0% | -15.8% | +9.8% | -5.0% |
| 6M | +0.3% | -32.3% | +32.6% | +1.3% |
| YTD | -12.3% | -4.6% | -7.6% | -16.6% |
| 1Y | -11.2% | -29.2% | +18.0% | -13.0% |
| 3Y | +117.0% | -61.7% | +178.7% | +107.6% |
| 5Y | +93.2% | -92.0% | +185.2% | +125.5% |
| All | +434.8% | +116.6% | +318.2% | +293.5% |
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