+120.1%
BP vs SEDG
+81.7%
+38.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.5% | -4.1% | +1.8% |
| 7D | +0.9% | +12.1% | -11.2% | -0.2% |
| 30D | +9.1% | +14.7% | -5.6% | +7.5% |
| 3M | +3.9% | -43.0% | +46.9% | +8.2% |
| 6M | +13.6% | +9.0% | +4.6% | +8.7% |
| YTD | +34.0% | +26.3% | +7.8% | +25.3% |
| 1Y | +39.2% | +8.9% | +30.2% | +30.3% |
| 3Y | +36.4% | -75.5% | +111.9% | +38.6% |
| 5Y | +135.8% | -86.7% | +222.5% | +146.5% |
| 10Y | +125.0% | +110.6% | +14.5% | +52.6% |
| All | +120.1% | +81.7% | +38.4% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling