+36.6%
BP vs SEDG
-5.0%
+41.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -8.7% | +4.5% | -4.0% |
| 7D | -8.4% | +1.8% | -10.2% | -8.4% |
| 30D | +2.2% | -12.7% | +14.9% | +2.5% |
| 3M | +8.8% | -38.4% | +47.2% | +9.7% |
| 6M | -0.5% | -27.7% | +27.2% | -0.9% |
| YTD | +36.2% | +4.1% | +32.1% | +30.9% |
| 1Y | +36.6% | -5.7% | +42.2% | +31.7% |
| All | +36.6% | -5.0% | +41.6% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling