+257.9%
BN vs SEDG
+81.7%
+176.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.5% | -9.1% | -3.4% |
| 7D | -1.2% | +12.1% | -13.3% | -2.7% |
| 30D | -10.9% | +14.7% | -25.6% | -12.8% |
| 3M | -11.1% | -43.0% | +32.0% | -6.0% |
| 6M | -4.4% | +9.0% | -13.4% | -9.8% |
| YTD | -14.1% | +26.3% | -40.4% | -21.3% |
| 1Y | -11.1% | +8.9% | -20.0% | -18.1% |
| 3Y | +75.6% | -75.5% | +151.1% | +79.9% |
| 5Y | +35.8% | -86.7% | +122.5% | +47.0% |
| 10Y | +261.6% | +110.6% | +151.0% | +163.0% |
| All | +257.9% | +81.7% | +176.2% | +140.6% |
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