-16.6%
BAX vs SEDG
+70.6%
-87.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.9% |
| 7D | -1.1% | +8.9% | -10.0% | -1.7% |
| 30D | -5.5% | +0.9% | -6.3% | -5.6% |
| 3M | +33.5% | -53.2% | +86.8% | +38.8% |
| 6M | +35.9% | -9.9% | +45.7% | +33.9% |
| YTD | +35.4% | +18.5% | +16.8% | +30.5% |
| 1Y | +9.8% | +0.1% | +9.6% | +6.0% |
| 3Y | -32.7% | -78.9% | +46.2% | -32.2% |
| 5Y | -65.6% | -88.0% | +22.5% | -64.8% |
| 10Y | -34.9% | +97.5% | -132.4% | -49.0% |
| All | -16.6% | +70.6% | -87.2% | -35.7% |
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 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