+179.3%
EXE vs SEDG
-89.1%
+268.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.2% | 0.0% |
| 7D | -1.8% | +12.1% | -13.9% | -2.3% |
| 30D | +6.4% | +14.7% | -8.3% | +5.6% |
| 3M | +9.2% | -43.0% | +52.3% | +11.4% |
| 6M | -7.0% | +9.0% | -16.0% | -9.0% |
| YTD | -9.5% | +26.3% | -35.7% | -12.6% |
| 1Y | +6.2% | +8.9% | -2.7% | +2.7% |
| 3Y | +20.7% | -75.5% | +96.3% | +26.8% |
| 5Y | +103.6% | -86.7% | +190.4% | +121.1% |
| All | +179.3% | -89.1% | +268.3% | +205.7% |
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