+246.5%
BBY vs SEDG
+106.4%
+140.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.6% | +8.7% | +3.8% |
| 7D | +0.6% | +1.4% | -0.8% | +0.3% |
| 30D | +9.4% | +8.3% | +1.1% | +8.0% |
| 3M | +19.3% | -40.7% | +60.0% | +25.6% |
| 6M | +47.9% | -3.9% | +51.8% | +41.7% |
| YTD | +39.6% | +20.2% | +19.4% | +27.6% |
| 1Y | +22.2% | +17.6% | +4.6% | +10.1% |
| 3Y | +45.0% | -76.6% | +121.6% | +50.1% |
| 5Y | +2.6% | -87.1% | +89.7% | +11.3% |
| All | +246.5% | +106.4% | +140.1% | +131.2% |
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