+20.9%
BND vs SEDG
+75.6%
-54.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.2% |
| 7D | -0.1% | +3.6% | -3.8% | -0.2% |
| 30D | -0.2% | +9.3% | -9.5% | -0.3% |
| 3M | -0.7% | -39.1% | +38.4% | -0.4% |
| 6M | -1.7% | +1.8% | -3.5% | -1.9% |
| YTD | -0.5% | +22.0% | -22.6% | -1.0% |
| 1Y | +0.4% | +17.2% | -16.8% | -0.2% |
| 3Y | +13.1% | -76.3% | +89.5% | +13.0% |
| 5Y | -2.1% | -87.2% | +85.2% | -2.0% |
| 10Y | +15.7% | +108.6% | -92.9% | +16.4% |
| All | +20.9% | +75.6% | -54.7% | +21.5% |
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