+141.3%
BP vs SEDG
-86.8%
+228.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | +0.6% |
| 7D | +5.7% | +8.7% | -3.0% | +5.2% |
| 30D | +8.1% | +10.3% | -2.2% | +7.3% |
| 3M | +8.6% | -32.6% | +41.2% | +10.2% |
| 6M | +18.1% | -3.6% | +21.7% | +15.9% |
| YTD | +37.6% | +27.4% | +10.2% | +31.8% |
| 1Y | +39.4% | +24.9% | +14.5% | +32.5% |
| 3Y | +40.1% | -75.3% | +115.4% | +39.7% |
| 5Y | +141.3% | -86.3% | +227.6% | +152.4% |
| All | +141.3% | -86.8% | +228.1% | +152.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling