+71.2%
BKR vs SEDG
-77.1%
+148.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.1% | -0.3% |
| 7D | -7.0% | +1.4% | -8.4% | -7.1% |
| 30D | -8.1% | +8.3% | -16.4% | -8.6% |
| 3M | -6.6% | -40.7% | +34.0% | -4.9% |
| 6M | +0.9% | -3.9% | +4.8% | -0.3% |
| YTD | +31.1% | +20.2% | +10.9% | +27.8% |
| 1Y | +27.7% | +17.6% | +10.1% | +24.1% |
| 3Y | +71.2% | -76.6% | +147.8% | +71.0% |
| All | +71.2% | -77.1% | +148.3% | +71.0% |
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