+120.2%
BKR vs SEDG
+106.4%
+13.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.1% | 0.0% |
| 7D | -7.0% | +1.4% | -8.4% | -7.2% |
| 30D | -8.1% | +8.3% | -16.4% | -9.0% |
| 3M | -6.6% | -40.7% | +34.0% | -3.1% |
| 6M | +0.9% | -3.9% | +4.8% | -1.7% |
| YTD | +31.1% | +20.2% | +10.9% | +23.9% |
| 1Y | +27.7% | +17.6% | +10.1% | +19.5% |
| 3Y | +71.2% | -76.6% | +147.8% | +78.8% |
| 5Y | +177.6% | -87.1% | +264.7% | +199.8% |
| All | +120.2% | +106.4% | +13.7% | +70.5% |
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