-69.4%
BTDR vs SEDG
-5.0%
-64.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -8.7% | +3.1% | -3.4% |
| 7D | -17.6% | +1.8% | -19.3% | -17.8% |
| 30D | -40.3% | -12.7% | -27.6% | -38.2% |
| 3M | -42.6% | -38.4% | -4.2% | -36.8% |
| 6M | -46.3% | -27.7% | -18.6% | -43.7% |
| YTD | -41.7% | +4.1% | -45.8% | -47.5% |
| 1Y | -69.4% | -5.7% | -63.7% | -72.0% |
| All | -69.4% | -5.0% | -64.4% | -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 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