+10.3%
BLDR vs SEDG
-86.8%
+97.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.4% | -8.3% | -4.6% |
| 7D | -8.1% | +8.7% | -16.8% | -9.5% |
| 30D | -21.5% | +10.3% | -31.8% | -22.9% |
| 3M | -21.0% | -32.6% | +11.6% | -17.6% |
| 6M | -37.1% | -3.6% | -33.5% | -40.3% |
| YTD | -42.7% | +27.4% | -70.1% | -49.0% |
| 1Y | -58.0% | +24.9% | -82.9% | -63.4% |
| 3Y | -57.8% | -75.3% | +17.5% | -52.3% |
| 5Y | +10.3% | -86.3% | +96.6% | +30.1% |
| All | +10.3% | -86.8% | +97.1% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling