+45.7%
EXC vs SEDG
-87.1%
+132.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | -0.5% |
| 7D | +0.3% | +3.6% | -3.3% | +0.3% |
| 30D | -0.9% | +9.3% | -10.2% | -1.1% |
| 3M | -2.7% | -39.1% | +36.4% | -2.0% |
| 6M | -9.4% | +1.8% | -11.2% | -10.5% |
| YTD | +3.0% | +22.0% | -19.0% | +0.9% |
| 1Y | +5.1% | +17.2% | -12.1% | +2.6% |
| 3Y | +20.6% | -76.3% | +96.9% | +29.6% |
| 5Y | +45.7% | -87.2% | +133.0% | +63.4% |
| All | +45.7% | -87.1% | +132.8% | +63.4% |
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