+215.2%
EXPE vs SEDG
+81.7%
+133.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +6.5% | -14.4% | -8.7% |
| 7D | -9.8% | +12.1% | -21.9% | -11.1% |
| 30D | -11.5% | +14.7% | -26.2% | -13.2% |
| 3M | +21.7% | -43.0% | +64.7% | +27.6% |
| 6M | +10.4% | +9.0% | +1.3% | +3.6% |
| YTD | -2.5% | +26.3% | -28.8% | -11.6% |
| 1Y | +27.3% | +8.9% | +18.4% | +16.0% |
| 3Y | +153.5% | -75.5% | +229.0% | +161.2% |
| 5Y | +91.1% | -86.7% | +177.8% | +110.4% |
| 10Y | +153.1% | +110.6% | +42.5% | +82.9% |
| All | +215.2% | +81.7% | +133.5% | +122.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling