+156.4%
EXPE vs SEDG
+118.8%
+37.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | +1.0% |
| 7D | -8.7% | +8.7% | -17.4% | -9.7% |
| 30D | -13.6% | +10.3% | -24.0% | -15.0% |
| 3M | +26.6% | -32.6% | +59.3% | +30.2% |
| 6M | +19.9% | -3.6% | +23.5% | +14.5% |
| YTD | -1.7% | +27.4% | -29.1% | -11.3% |
| 1Y | +29.4% | +24.9% | +4.5% | +15.2% |
| 3Y | +155.7% | -75.3% | +231.0% | +167.2% |
| 5Y | +93.1% | -86.3% | +179.4% | +116.0% |
| All | +156.4% | +118.8% | +37.6% | +91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling