+33.6%
SEDG vs EXPD
+357.0%
-323.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -1.4% |
| 7D | -8.4% | -5.5% | -3.0% | -4.2% |
| 30D | -14.1% | -1.9% | -12.2% | -12.5% |
| 3M | -12.9% | +6.1% | -19.0% | -16.5% |
| 6M | -33.0% | +21.6% | -54.6% | -41.8% |
| YTD | -4.1% | +27.9% | -32.0% | -20.9% |
| 1Y | -30.9% | +39.4% | -70.2% | -46.4% |
| 3Y | -60.7% | +72.7% | -133.3% | -74.1% |
| 5Y | -92.1% | +60.3% | -152.4% | -94.6% |
| 10Y | +97.6% | +332.6% | -235.0% | -34.7% |
| All | +33.6% | +357.0% | -323.3% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling