-38.3%
BAX vs SEDG
+118.8%
-157.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.2% | -1.1% |
| 7D | -5.4% | +8.7% | -14.2% | -6.0% |
| 30D | -12.4% | +10.3% | -22.7% | -13.0% |
| 3M | +19.1% | -32.6% | +51.7% | +21.1% |
| 6M | +38.6% | -3.6% | +42.2% | +36.0% |
| YTD | +26.7% | +27.4% | -0.7% | +21.5% |
| 1Y | +1.0% | +24.9% | -23.9% | -3.9% |
| 3Y | -33.9% | -75.3% | +41.4% | -34.0% |
| 5Y | -67.0% | -86.3% | +19.3% | -66.6% |
| All | -38.3% | +118.8% | -157.1% | -51.5% |
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