-40.3%
SEDG vs EXPD
+40.0%
-80.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.3% | +1.5% |
| 7D | -11.2% | -1.6% | -9.6% | -10.1% |
| 30D | -15.3% | +0.6% | -15.9% | -14.8% |
| 3M | -19.9% | +9.8% | -29.7% | -23.2% |
| 6M | -36.2% | +25.8% | -61.9% | -42.4% |
| YTD | -7.6% | +31.3% | -38.8% | -21.5% |
| 1Y | -40.3% | +40.9% | -81.3% | -51.8% |
| All | -40.3% | +40.0% | -80.4% | -51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling