+39.4%
EXC vs SEDG
-92.6%
+132.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -3.0% | +0.1% |
| 7D | -1.4% | -11.2% | +9.8% | -1.2% |
| 30D | +8.3% | -15.3% | +23.6% | +8.5% |
| 3M | +2.6% | -19.9% | +22.6% | +2.9% |
| 6M | +5.2% | -36.2% | +41.4% | +5.2% |
| YTD | +7.5% | -7.6% | +15.1% | +5.7% |
| 1Y | +3.2% | -40.3% | +43.5% | +2.8% |
| 3Y | +29.5% | -62.5% | +92.1% | +31.3% |
| All | +39.4% | -92.6% | +132.0% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling