+95.9%
BAC vs SEDG
-65.3%
+161.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.9% | +8.6% | 0.0% |
| 7D | +1.5% | -7.3% | +8.8% | +1.8% |
| 30D | -6.4% | -25.3% | +18.9% | -5.4% |
| 3M | -21.7% | -24.1% | +2.5% | -21.0% |
| 6M | +0.5% | -39.9% | +40.4% | +1.2% |
| YTD | -6.7% | -15.8% | +9.1% | -8.3% |
| 1Y | -4.7% | -42.9% | +38.2% | -4.6% |
| All | +95.9% | -65.3% | +161.2% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling