+63.0%
BROS vs SEDG
-77.1%
+140.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +1.5% |
| 7D | -5.8% | +1.4% | -7.2% | -5.9% |
| 30D | -14.0% | +8.3% | -22.3% | -14.6% |
| 3M | -32.5% | -40.7% | +8.2% | -30.6% |
| 6M | -14.9% | -3.9% | -11.0% | -16.9% |
| YTD | -28.3% | +20.2% | -48.5% | -31.6% |
| 1Y | -34.0% | +17.6% | -51.6% | -37.3% |
| 3Y | +63.0% | -76.6% | +139.6% | +66.9% |
| All | +63.0% | -77.1% | +140.0% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling