-10.0%
BDX vs SEDG
-77.1%
+67.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +0.9% |
| 7D | -3.2% | +1.4% | -4.6% | -3.2% |
| 30D | -2.5% | +8.3% | -10.9% | -2.7% |
| 3M | +21.4% | -40.7% | +62.1% | +22.1% |
| 6M | +10.4% | -3.9% | +14.3% | +9.3% |
| YTD | +18.8% | +20.2% | -1.4% | +16.7% |
| 1Y | +21.7% | +17.6% | +4.1% | +19.1% |
| 3Y | -10.0% | -76.6% | +66.7% | -9.9% |
| All | -10.0% | -77.1% | +67.1% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling