+32.2%
BA vs SEDG
+38.0%
-5.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -1.7% | -8.4% | +6.7% | -0.8% |
| 30D | -9.5% | -14.1% | +4.7% | -7.9% |
| 3M | -26.5% | -12.9% | -13.6% | -25.7% |
| 6M | -27.4% | -33.0% | +5.7% | -26.4% |
| YTD | -20.6% | -4.1% | -16.5% | -25.4% |
| 1Y | -11.4% | -30.9% | +19.4% | -13.2% |
| 3Y | -10.8% | -60.7% | +49.8% | -16.3% |
| 5Y | -21.9% | -92.1% | +70.2% | -7.2% |
| 10Y | +28.1% | +97.6% | -69.4% | -2.0% |
| All | +32.2% | +38.0% | -5.8% | -1.1% |
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