+217.6%
BAC vs SEDG
+80.7%
+137.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.2% |
| 7D | +3.2% | -13.3% | +16.5% | +4.5% |
| 30D | -0.7% | -21.9% | +21.1% | +1.2% |
| 3M | -20.0% | -25.9% | +5.9% | -18.3% |
| 6M | +3.4% | -44.2% | +47.7% | +6.1% |
| YTD | -5.7% | -17.3% | +11.6% | -8.6% |
| 1Y | -1.4% | -34.5% | +33.1% | -2.4% |
| 3Y | +97.9% | -66.7% | +164.6% | +94.7% |
| 5Y | +22.9% | -93.4% | +116.3% | +44.2% |
| All | +217.6% | +80.7% | +137.0% | +132.7% |
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