+200.3%
EXC vs SEDG
+19.0%
+181.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.4% |
| 7D | +1.4% | -13.3% | +14.7% | +2.1% |
| 30D | +8.6% | -21.9% | +30.4% | +9.7% |
| 3M | +2.4% | -25.9% | +28.3% | +3.6% |
| 6M | +6.5% | -44.2% | +50.7% | +7.8% |
| YTD | +9.0% | -17.3% | +26.4% | +6.6% |
| 1Y | +4.6% | -34.5% | +39.1% | +3.6% |
| 3Y | +33.5% | -66.7% | +100.2% | +31.5% |
| 5Y | +41.4% | -93.4% | +134.8% | +56.8% |
| 10Y | +204.3% | +78.7% | +125.6% | +150.2% |
| All | +200.3% | +19.0% | +181.4% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling