+18.4%
BROS vs SEDG
-86.5%
+104.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.4% | -7.8% | -4.0% |
| 7D | -6.1% | +8.7% | -14.8% | -7.2% |
| 30D | -12.4% | +10.3% | -22.7% | -13.7% |
| 3M | -27.9% | -32.6% | +4.7% | -25.4% |
| 6M | -16.8% | -3.6% | -13.2% | -20.4% |
| YTD | -29.0% | +27.4% | -56.4% | -35.5% |
| 1Y | -33.2% | +24.9% | -58.1% | -40.1% |
| 3Y | +56.8% | -75.3% | +132.1% | +84.2% |
| All | +18.4% | -86.5% | +104.9% | +72.0% |
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