-86.3%
SEDG vs EXEL
+192.6%
-278.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +4.9% |
| 7D | +8.7% | -2.9% | +11.6% | +9.7% |
| 30D | +10.3% | +11.9% | -1.6% | +6.2% |
| 3M | -32.6% | +9.2% | -41.8% | -35.0% |
| 6M | -3.6% | +39.1% | -42.7% | -15.7% |
| YTD | +27.4% | +31.0% | -3.6% | +13.1% |
| 1Y | +24.9% | +52.3% | -27.4% | +4.1% |
| 3Y | -75.3% | +159.7% | -235.1% | -84.0% |
| 5Y | -86.3% | +187.7% | -274.0% | -92.6% |
| All | -86.3% | +192.6% | -278.9% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling