+71.1%
BA vs SEDG
+118.8%
-47.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.4% |
| 7D | -2.7% | +8.7% | -11.4% | -3.9% |
| 30D | -12.2% | +10.3% | -22.5% | -13.7% |
| 3M | -2.0% | -32.6% | +30.6% | +1.7% |
| 6M | -6.0% | -3.6% | -2.4% | -10.2% |
| YTD | -5.7% | +27.4% | -33.1% | -14.9% |
| 1Y | -10.0% | +24.9% | -34.9% | -20.4% |
| 3Y | -3.1% | -75.3% | +72.2% | +1.9% |
| 5Y | -2.6% | -86.3% | +83.7% | +8.8% |
| All | +71.1% | +118.8% | -47.7% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SEDG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling