+157.2%
EXC vs SEDG
+118.8%
+38.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -0.9% |
| 7D | -1.6% | +8.7% | -10.4% | -2.1% |
| 30D | -2.4% | +10.3% | -12.7% | -3.0% |
| 3M | -4.0% | -32.6% | +28.7% | -2.8% |
| 6M | -9.8% | -3.6% | -6.2% | -11.6% |
| YTD | +2.3% | +27.4% | -25.1% | -2.0% |
| 1Y | +3.8% | +24.9% | -21.1% | -1.3% |
| 3Y | +19.7% | -75.3% | +95.1% | +24.8% |
| 5Y | +45.6% | -86.3% | +131.9% | +55.4% |
| All | +157.2% | +118.8% | +38.5% | +109.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling