+289.9%
BNY vs SEDG
-77.1%
+367.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.7% | +0.3% |
| 7D | -1.3% | +1.4% | -2.7% | -1.4% |
| 30D | -0.2% | +8.3% | -8.5% | -0.6% |
| 3M | +14.9% | -40.7% | +55.6% | +17.0% |
| 6M | +40.0% | -3.9% | +43.9% | +37.9% |
| YTD | +42.0% | +20.2% | +21.8% | +37.8% |
| 1Y | +56.9% | +17.6% | +39.3% | +51.7% |
| 3Y | +289.9% | -76.6% | +366.5% | +319.5% |
| All | +289.9% | -77.1% | +367.0% | +319.5% |
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 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