+76.0%
SEDG vs EXEL
+2,170.5%
-2,094.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.3% | +8.8% | +7.0% |
| 7D | +12.1% | +1.4% | +10.8% | +11.8% |
| 30D | +14.7% | +6.7% | +8.0% | +13.2% |
| 3M | -43.0% | +11.5% | -54.5% | -44.4% |
| 6M | +9.0% | +38.8% | -29.8% | +1.4% |
| YTD | +26.3% | +31.6% | -5.3% | +18.3% |
| 1Y | +8.9% | +53.0% | -44.1% | -1.1% |
| 3Y | -75.5% | +160.8% | -236.4% | -80.1% |
| 5Y | -86.7% | +190.1% | -276.8% | -89.5% |
| 10Y | +110.6% | +367.0% | -256.4% | +45.2% |
| All | +76.0% | +2,170.5% | -2,094.5% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling