+382.7%
AXP vs SEDG
+37.2%
+345.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.2% | -1.7% |
| 7D | +0.6% | -8.5% | +9.0% | +1.3% |
| 30D | +5.8% | -17.0% | +22.9% | +7.5% |
| 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% | -16.3% |
| 1Y | -11.2% | -29.2% | +18.0% | -12.8% |
| 3Y | +117.0% | -61.7% | +178.7% | +107.3% |
| 5Y | +93.2% | -92.0% | +185.2% | +119.6% |
| 10Y | +461.2% | +100.8% | +360.4% | +325.9% |
| All | +382.7% | +37.2% | +345.5% | +258.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling