-5.7%
SEDG vs EXEL
+92.4%
-98.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.6% | -9.3% | -8.8% |
| 7D | +1.8% | +9.8% | -8.0% | +0.2% |
| 30D | -12.7% | +23.6% | -36.3% | -16.0% |
| 3M | -38.4% | +29.9% | -68.3% | -41.4% |
| 6M | -27.7% | +64.7% | -92.4% | -36.5% |
| YTD | +4.1% | +66.0% | -61.9% | -11.5% |
| 1Y | -5.7% | +92.0% | -97.6% | -48.0% |
| All | -5.7% | +92.4% | -98.1% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling