+3.2%
EXC vs SEDG
-42.4%
+45.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.9% | +9.0% | -0.3% |
| 7D | -1.9% | -7.3% | +5.4% | -2.2% |
| 30D | +7.8% | -25.3% | +33.1% | +6.7% |
| 3M | +1.9% | -24.1% | +26.0% | +1.1% |
| 6M | +3.4% | -39.9% | +43.3% | +1.9% |
| YTD | +7.6% | -15.8% | +23.4% | +6.2% |
| All | +3.2% | -42.4% | +45.6% | +3.1% |
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