+3.1%
BTDR vs SEDG
+3.4%
-0.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.8% | +3.6% |
| 7D | +20.0% | +8.9% | +11.1% | +17.1% |
| 30D | +11.9% | +0.9% | +11.0% | +11.0% |
| 3M | -36.9% | -53.2% | +16.3% | -24.2% |
| 6M | +56.5% | -9.9% | +66.4% | +46.7% |
| YTD | +10.4% | +18.5% | -8.1% | -8.6% |
| 1Y | +3.1% | +0.1% | +3.0% | -0.7% |
| All | +3.1% | +3.4% | -0.3% | -0.7% |
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