+15.2%
SEDG vs EXR
+264.8%
-249.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -13.3% | -0.4% | -12.9% | -13.1% |
| 30D | -21.9% | +18.2% | -40.1% | -28.2% |
| 3M | -25.9% | +7.3% | -33.2% | -28.6% |
| 6M | -44.2% | +13.8% | -58.1% | -48.6% |
| YTD | -17.3% | +25.9% | -43.3% | -28.3% |
| 1Y | -34.5% | +25.8% | -60.3% | -43.1% |
| 3Y | -66.7% | +53.7% | -120.4% | -72.7% |
| 5Y | -93.4% | -1.8% | -91.7% | -93.7% |
| 10Y | +78.7% | +214.5% | -135.9% | +14.2% |
| All | +15.2% | +264.8% | -249.6% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling