+183.4%
EXC vs SEDG
+70.6%
+112.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -1.1% |
| 7D | +0.3% | +8.9% | -8.6% | -0.2% |
| 30D | -3.7% | +0.9% | -4.6% | -3.9% |
| 3M | -1.3% | -53.2% | +52.0% | +1.9% |
| 6M | -9.7% | -9.9% | +0.2% | -11.2% |
| YTD | +2.9% | +18.5% | -15.7% | -1.0% |
| 1Y | +4.4% | +0.1% | +4.3% | +0.6% |
| 3Y | +22.2% | -78.9% | +101.1% | +27.5% |
| 5Y | +46.7% | -88.0% | +134.7% | +56.2% |
| 10Y | +155.3% | +97.5% | +57.9% | +109.4% |
| All | +183.4% | +70.6% | +112.8% | +129.5% |
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