+91.4%
EXPE vs SEDG
-87.2%
+178.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.1% | +2.0% |
| 7D | -5.8% | +1.4% | -7.2% | -6.0% |
| 30D | -13.6% | +8.3% | -21.9% | -14.5% |
| 3M | +25.2% | -40.7% | +65.8% | +29.7% |
| 6M | +22.3% | -3.9% | +26.3% | +17.5% |
| YTD | -0.3% | +20.2% | -20.5% | -8.4% |
| 1Y | +27.8% | +17.6% | +10.2% | +16.1% |
| 3Y | +162.4% | -76.6% | +239.1% | +202.5% |
| All | +91.4% | -87.2% | +178.5% | +145.7% |
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 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