-54.1%
BMNR vs SEDG
-14.2%
-40.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -12.7% | +0.2% | -9.0% |
| 7D | -12.3% | -14.2% | +1.9% | -8.6% |
| 30D | -27.5% | -23.0% | -4.4% | -22.2% |
| 3M | +3.1% | -22.7% | +25.8% | +9.5% |
| 6M | -17.7% | -41.3% | +23.6% | -11.9% |
| YTD | -30.0% | -9.2% | -20.8% | -48.5% |
| 1Y | -54.1% | -36.1% | -18.0% | -56.0% |
| All | -54.1% | -14.2% | -40.0% | -56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling