-75.5%
SEDG vs EXR
+23.6%
-99.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.6% | +6.6% |
| 7D | +12.1% | -0.7% | +12.8% | +12.7% |
| 30D | +14.7% | -6.9% | +21.6% | +21.1% |
| 3M | -43.0% | -3.0% | -40.0% | -42.9% |
| 6M | +9.0% | -2.9% | +12.0% | +7.2% |
| YTD | +26.3% | +9.3% | +17.0% | +10.2% |
| 1Y | +8.9% | -0.9% | +9.9% | +4.9% |
| 3Y | -75.5% | +24.7% | -100.2% | -79.6% |
| All | -75.5% | +23.6% | -99.1% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 3y: compounded portfolio wealth divided by compounded EXR 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…
3y analysis · Full analysis span regression · 6 months rolling