+290.3%
BKNG vs SEDG
+83.3%
+207.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | +0.1% |
| 7D | -10.7% | +8.7% | -19.4% | -11.4% |
| 30D | -18.1% | +10.3% | -28.4% | -19.0% |
| 3M | +8.5% | -32.6% | +41.1% | +10.6% |
| 6M | -0.1% | -3.6% | +3.5% | -3.5% |
| YTD | -18.2% | +27.4% | -45.6% | -24.1% |
| 1Y | -19.9% | +24.9% | -44.8% | -26.6% |
| 3Y | +41.6% | -75.3% | +116.9% | +45.7% |
| 5Y | +93.1% | -86.3% | +179.4% | +107.7% |
| 10Y | +214.8% | +117.7% | +97.1% | +132.3% |
| All | +290.3% | +83.3% | +207.0% | +194.2% |
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 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