+105.4%
EXE vs SEDG
-86.8%
+192.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | +0.1% |
| 7D | -2.2% | +8.7% | -10.9% | -2.6% |
| 30D | -0.8% | +10.3% | -11.1% | -1.3% |
| 3M | +10.0% | -32.6% | +42.7% | +11.3% |
| 6M | -6.3% | -3.6% | -2.8% | -7.7% |
| YTD | -10.7% | +27.4% | -38.1% | -13.7% |
| 1Y | +2.7% | +24.9% | -22.2% | -1.3% |
| 3Y | +19.1% | -75.3% | +94.4% | +26.1% |
| 5Y | +105.4% | -86.3% | +191.7% | +130.0% |
| All | +105.4% | -86.8% | +192.2% | +130.0% |
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 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