-64.2%
BAX vs SEDG
-93.5%
+29.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.3% |
| 6M | +49.2% | -44.2% | +93.5% | +51.7% |
| YTD | +35.2% | -17.3% | +52.6% | +32.9% |
| 1Y | +38.3% | -34.5% | +72.8% | +37.7% |
| 3Y | -19.0% | -66.7% | +47.7% | -21.2% |
| All | -64.2% | -93.5% | +29.3% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling