+3.4%
EXC vs SEDG
-5.0%
+8.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.7% | +10.3% | +1.3% |
| 7D | +3.3% | +1.8% | +1.5% | +3.4% |
| 30D | +13.3% | -12.7% | +26.0% | +12.9% |
| 3M | +1.8% | -38.4% | +40.3% | +0.4% |
| 6M | +1.1% | -27.7% | +28.8% | +0.4% |
| YTD | +9.0% | +4.1% | +5.0% | +8.5% |
| 1Y | +3.4% | -5.7% | +9.0% | +2.8% |
| All | +3.4% | -5.0% | +8.4% | +2.8% |
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