-19.0%
BAX vs SEDG
-65.9%
+46.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.4% |
| 7D | +0.1% | -13.3% | +13.4% | +0.9% |
| 30D | +4.1% | -21.9% | +25.9% | +5.4% |
| 3M | -4.5% | -25.9% | +21.3% | -3.2% |
| 6M | +49.2% | -44.2% | +93.5% | +51.5% |
| YTD | +35.2% | -17.3% | +52.6% | +32.5% |
| 1Y | +38.3% | -34.5% | +72.8% | +37.4% |
| 3Y | -19.0% | -66.7% | +47.7% | -19.5% |
| All | -19.0% | -65.9% | +46.9% | -19.5% |
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 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