+387.7%
AXP vs SEDG
+38.0%
+349.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | -1.1% | -8.4% | +7.3% | -0.4% |
| 30D | +5.2% | -14.1% | +19.4% | +6.5% |
| 3M | -4.6% | -12.9% | +8.3% | -3.9% |
| 6M | +3.2% | -33.0% | +36.2% | +4.4% |
| YTD | -11.3% | -4.1% | -7.2% | -15.5% |
| 1Y | -11.0% | -30.9% | +19.8% | -12.3% |
| 3Y | +120.2% | -60.7% | +180.8% | +109.6% |
| 5Y | +91.7% | -92.1% | +183.9% | +118.4% |
| 10Y | +440.3% | +97.6% | +342.8% | +310.6% |
| All | +387.7% | +38.0% | +349.8% | +261.6% |
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