+134.1%
BP vs SEDG
+106.4%
+27.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.7% | +0.6% |
| 7D | +5.2% | +1.4% | +3.8% | +5.0% |
| 30D | +8.7% | +8.3% | +0.4% | +7.7% |
| 3M | +9.3% | -40.7% | +50.0% | +13.3% |
| 6M | +13.6% | -3.9% | +17.5% | +10.3% |
| YTD | +37.7% | +20.2% | +17.5% | +29.5% |
| 1Y | +40.6% | +17.6% | +23.0% | +30.8% |
| 3Y | +40.3% | -76.6% | +117.0% | +43.8% |
| 5Y | +141.4% | -87.1% | +228.5% | +153.9% |
| All | +134.1% | +106.4% | +27.7% | +71.6% |
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 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