+65.2%
SEDG vs EXR
+216.8%
-151.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.8% |
| 7D | +8.9% | -2.6% | +11.4% | +10.2% |
| 30D | +0.9% | -7.2% | +8.1% | +4.6% |
| 3M | -53.2% | -3.5% | -49.7% | -52.9% |
| 6M | -9.9% | -5.3% | -4.6% | -9.3% |
| YTD | +18.5% | +9.4% | +9.2% | +10.4% |
| 1Y | +0.1% | +1.3% | -1.2% | -2.7% |
| 3Y | -78.9% | +22.4% | -101.3% | -80.7% |
| 5Y | -88.0% | -12.2% | -75.8% | -87.7% |
| 10Y | +97.5% | +148.6% | -51.1% | +40.3% |
| All | +65.2% | +216.8% | -151.6% | -10.8% |
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