+376.5%
BLDR vs SEDG
+106.4%
+270.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.6% | +8.0% | +3.5% |
| 7D | -8.2% | +1.4% | -9.6% | -8.7% |
| 30D | -16.6% | +8.3% | -24.9% | -18.3% |
| 3M | -23.2% | -40.7% | +17.5% | -17.2% |
| 6M | -33.7% | -3.9% | -29.8% | -37.8% |
| YTD | -41.3% | +20.2% | -61.5% | -48.3% |
| 1Y | -58.8% | +17.6% | -76.4% | -64.6% |
| 3Y | -57.5% | -76.6% | +19.2% | -54.5% |
| 5Y | +12.9% | -87.1% | +100.0% | +30.8% |
| All | +376.5% | +106.4% | +270.1% | +187.4% |
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