-16.7%
BAX vs SEDG
+19.0%
-35.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.4% |
| 7D | +0.1% | -13.3% | +13.4% | +1.0% |
| 30D | +4.1% | -21.9% | +25.9% | +5.5% |
| 3M | -4.5% | -25.9% | +21.3% | -3.1% |
| 6M | +49.2% | -44.2% | +93.5% | +52.1% |
| YTD | +35.2% | -17.3% | +52.6% | +32.9% |
| 1Y | +38.3% | -34.5% | +72.8% | +37.9% |
| 3Y | -19.0% | -66.7% | +47.7% | -20.9% |
| 5Y | -64.2% | -93.4% | +29.2% | -61.9% |
| 10Y | -35.7% | +78.7% | -114.4% | -49.5% |
| All | -16.7% | +19.0% | -35.6% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling