+62.8%
BA vs SEDG
+70.6%
-7.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | +1.2% | +8.9% | -7.7% | 0.0% |
| 30D | -11.6% | +0.9% | -12.5% | -11.9% |
| 3M | -2.4% | -53.2% | +50.9% | +6.3% |
| 6M | -6.6% | -9.9% | +3.2% | -9.8% |
| YTD | -2.2% | +18.5% | -20.8% | -10.2% |
| 1Y | -8.0% | +0.1% | -8.1% | -15.2% |
| 3Y | -5.0% | -78.9% | +73.9% | +0.8% |
| 5Y | -2.7% | -88.0% | +85.3% | +8.6% |
| 10Y | +75.9% | +97.5% | -21.6% | +33.4% |
| All | +62.8% | +70.6% | -7.8% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling