-18.9%
EXE vs SEDG
-5.0%
-13.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.7% | +5.8% | -2.8% |
| 7D | -4.7% | +1.8% | -6.4% | -4.6% |
| 30D | +1.0% | -12.7% | +13.7% | +1.1% |
| 3M | -5.6% | -38.4% | +32.8% | -5.7% |
| 6M | -12.3% | -27.7% | +15.4% | -12.2% |
| YTD | -19.5% | +4.1% | -23.5% | -19.0% |
| 1Y | -18.9% | -5.7% | -13.2% | -18.3% |
| All | -18.9% | -5.0% | -13.9% | -18.3% |
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