+26.6%
BA vs SEDG
+99.7%
-73.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +1.5% |
| 7D | 0.0% | -21.4% | +21.4% | +3.3% |
| 30D | -8.9% | -19.7% | +10.8% | -6.4% |
| 3M | -25.5% | -19.7% | -5.8% | -23.9% |
| 6M | -27.0% | -37.4% | +10.4% | -25.3% |
| YTD | -20.1% | -10.4% | -9.8% | -24.8% |
| 1Y | -11.0% | -43.0% | +32.0% | -10.3% |
| 3Y | -11.8% | -63.6% | +51.8% | -16.3% |
| 5Y | -20.6% | -92.5% | +71.8% | -1.6% |
| 10Y | +26.6% | +86.0% | -59.4% | -4.6% |
| All | +26.6% | +99.7% | -73.1% | -4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling