+78.7%
BKR vs SEDG
+83.3%
-4.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.4% | -11.0% | -7.1% |
| 7D | -6.7% | +8.7% | -15.4% | -7.5% |
| 30D | -8.3% | +10.3% | -18.7% | -9.4% |
| 3M | -5.4% | -32.6% | +27.2% | -3.0% |
| 6M | +0.8% | -3.6% | +4.4% | -1.8% |
| YTD | +31.8% | +27.4% | +4.5% | +23.9% |
| 1Y | +28.6% | +24.9% | +3.7% | +19.6% |
| 3Y | +71.2% | -75.3% | +146.5% | +76.3% |
| 5Y | +179.2% | -86.3% | +265.5% | +197.0% |
| 10Y | +124.0% | +117.7% | +6.2% | +62.7% |
| All | +78.7% | +83.3% | -4.6% | +33.8% |
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