+22.6%
BROS vs SEDG
-87.0%
+109.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.6% |
| 7D | -6.6% | +3.6% | -10.2% | -7.1% |
| 30D | -12.3% | +9.3% | -21.7% | -13.6% |
| 3M | -22.2% | -39.1% | +16.9% | -18.4% |
| 6M | -14.3% | +1.8% | -16.1% | -18.7% |
| YTD | -26.6% | +22.0% | -48.6% | -32.9% |
| 1Y | -31.5% | +17.2% | -48.7% | -38.1% |
| 3Y | +62.3% | -76.3% | +138.6% | +91.8% |
| All | +22.6% | -87.0% | +109.6% | +79.1% |
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