+223.1%
BMNR vs SEDG
+97.0%
+126.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -5.6% | +9.1% | +6.3% |
| 7D | +0.2% | +1.4% | -1.2% | -1.0% |
| 30D | +39.9% | +8.3% | +31.6% | +32.3% |
| 3M | +51.5% | -40.7% | +92.2% | +85.3% |
| 6M | +18.9% | -3.9% | +22.8% | -11.1% |
| YTD | -7.8% | +20.2% | -28.0% | -46.1% |
| 1Y | -47.6% | +17.6% | -65.2% | -72.0% |
| All | +223.1% | +97.0% | +126.0% | -27.7% |
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