+39.8%
BBY vs SEDG
+2.5%
+37.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | 0.0% |
| 7D | +0.7% | +8.7% | -8.0% | +0.5% |
| 30D | +5.8% | +10.3% | -4.6% | +5.5% |
| 3M | +18.0% | -32.6% | +50.6% | +17.8% |
| 6M | +39.8% | -3.6% | +43.4% | +44.9% |
| All | +39.8% | +2.5% | +37.4% | +44.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling