+353.0%
BRO vs SEDG
+73.0%
+280.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | 0.0% |
| 7D | -7.3% | +1.4% | -8.7% | -7.4% |
| 30D | -6.9% | +8.3% | -15.2% | -7.3% |
| 3M | +10.7% | -40.7% | +51.3% | +12.6% |
| 6M | -2.7% | -3.9% | +1.2% | -4.6% |
| YTD | -16.3% | +20.2% | -36.5% | -19.5% |
| 1Y | -29.1% | +17.6% | -46.7% | -32.2% |
| 3Y | -7.8% | -76.6% | +68.8% | -5.2% |
| 5Y | +18.7% | -87.1% | +105.8% | +25.0% |
| 10Y | +291.9% | +105.5% | +186.4% | +225.1% |
| All | +353.0% | +73.0% | +280.1% | +264.2% |
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