+12.8%
BEN vs SEDG
+81.7%
-68.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.5% | -6.8% | -1.0% |
| 7D | +4.7% | +12.1% | -7.4% | +3.2% |
| 30D | +2.6% | +14.7% | -12.1% | +0.7% |
| 3M | +11.5% | -43.0% | +54.5% | +17.2% |
| 6M | +35.3% | +9.0% | +26.3% | +28.7% |
| YTD | +48.6% | +26.3% | +22.4% | +37.7% |
| 1Y | +46.7% | +8.9% | +37.7% | +36.0% |
| 3Y | +57.0% | -75.5% | +132.5% | +61.2% |
| 5Y | +41.8% | -86.7% | +128.5% | +53.4% |
| 10Y | +55.2% | +110.6% | -55.4% | +14.4% |
| All | +12.8% | +81.7% | -68.9% | -19.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling