+76.7%
SEDG vs EXPD
+336.9%
-260.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | +0.6% | -9.5% | -9.3% |
| 7D | -7.3% | +3.6% | -10.9% | -9.7% |
| 30D | -25.3% | +0.3% | -25.6% | -25.1% |
| 3M | -24.1% | +6.1% | -30.2% | -27.1% |
| 6M | -39.9% | +27.4% | -67.3% | -49.4% |
| YTD | -15.8% | +32.0% | -47.8% | -32.0% |
| 1Y | -42.9% | +40.5% | -83.4% | -55.9% |
| 3Y | -65.9% | +75.7% | -141.6% | -77.7% |
| 5Y | -93.3% | +61.7% | -155.0% | -95.5% |
| All | +76.7% | +336.9% | -260.3% | -30.8% |
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