+1.3%
AXP vs SEDG
+5.8%
-4.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | -0.2% |
| 7D | +0.6% | +12.1% | -11.5% | +0.2% |
| 30D | -4.3% | +14.7% | -19.0% | -4.8% |
| 3M | +4.7% | -43.0% | +47.7% | +5.7% |
| 6M | +9.0% | +9.0% | -0.1% | +6.2% |
| YTD | -11.1% | +26.3% | -37.4% | -14.2% |
| 1Y | +1.3% | +8.9% | -7.7% | -2.3% |
| All | +1.3% | +5.8% | -4.6% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling