+158.8%
EXPE vs SEDG
-75.7%
+234.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | +1.4% |
| 7D | -8.7% | +8.7% | -17.4% | -9.1% |
| 30D | -13.6% | +10.3% | -24.0% | -14.1% |
| 3M | +26.6% | -32.6% | +59.3% | +28.2% |
| 6M | +19.9% | -3.6% | +23.5% | +17.3% |
| YTD | -1.7% | +27.4% | -29.1% | -6.8% |
| 1Y | +29.4% | +24.9% | +4.5% | +22.1% |
| All | +158.8% | -75.7% | +234.5% | +195.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling