+117.0%
AXP vs SEDG
-87.9%
+204.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.2% |
| 7D | -2.1% | +8.9% | -11.0% | -2.8% |
| 30D | -6.5% | +0.9% | -7.4% | -6.7% |
| 3M | +4.6% | -53.2% | +57.9% | +10.1% |
| 6M | +5.4% | -9.9% | +15.3% | +3.1% |
| YTD | -11.1% | +18.5% | -29.7% | -15.9% |
| 1Y | -0.3% | +0.1% | -0.4% | -5.3% |
| 3Y | +111.6% | -78.9% | +190.5% | +136.3% |
| All | +117.0% | -87.9% | +204.9% | +154.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling