-20.3%
BROS vs SEDG
-5.0%
-15.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.7% | +9.6% | +1.5% |
| 7D | +2.5% | +1.8% | +0.7% | +2.3% |
| 30D | +15.1% | -12.7% | +27.7% | +15.9% |
| 3M | -31.4% | -38.4% | +7.0% | -29.9% |
| 6M | -22.6% | -27.7% | +5.1% | -23.1% |
| YTD | -28.1% | +4.1% | -32.2% | -34.5% |
| 1Y | -20.3% | -5.7% | -14.6% | -26.9% |
| All | -20.3% | -5.0% | -15.3% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling