+108.6%
SEDG vs EXPD
+316.4%
-207.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -4.2% |
| 7D | +3.6% | +1.2% | +2.5% | +2.7% |
| 30D | +9.3% | +5.2% | +4.1% | +5.0% |
| 3M | -39.1% | +13.2% | -52.3% | -44.3% |
| 6M | +1.8% | +30.3% | -28.5% | -15.8% |
| YTD | +22.0% | +27.0% | -5.0% | +1.0% |
| 1Y | +17.2% | +57.3% | -40.1% | -18.0% |
| 3Y | -76.3% | +70.0% | -146.3% | -84.2% |
| 5Y | -87.2% | +61.6% | -148.8% | -91.4% |
| 10Y | +108.6% | +321.1% | -212.5% | -21.3% |
| All | +108.6% | +316.4% | -207.8% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling