+66.8%
BN vs SEDG
-75.7%
+142.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -1.7% |
| 7D | -5.9% | +8.7% | -14.6% | -6.7% |
| 30D | -15.1% | +10.3% | -25.4% | -16.1% |
| 3M | -14.6% | -32.6% | +18.0% | -12.3% |
| 6M | -8.4% | -3.6% | -4.9% | -11.4% |
| YTD | -16.8% | +27.4% | -44.2% | -22.6% |
| 1Y | -14.4% | +24.9% | -39.3% | -21.0% |
| All | +66.8% | -75.7% | +142.5% | +87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling