+142.2%
BP vs SEDG
+80.7%
+61.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.0% |
| 7D | +3.8% | -13.3% | +17.1% | +5.1% |
| 30D | -5.3% | -21.9% | +16.6% | -3.4% |
| 3M | +9.3% | -25.9% | +35.1% | +11.5% |
| 6M | +7.2% | -44.2% | +51.5% | +9.9% |
| YTD | +38.0% | -17.3% | +55.4% | +33.7% |
| 1Y | +33.2% | -34.5% | +67.7% | +31.9% |
| 3Y | +50.3% | -66.7% | +117.0% | +45.2% |
| 5Y | +114.1% | -93.4% | +207.5% | +144.2% |
| All | +142.2% | +80.7% | +61.5% | +82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling