-15.2%
BTDR vs SEDG
+17.9%
-33.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.6% | +9.4% | +5.4% |
| 7D | -3.4% | +1.4% | -4.8% | -4.1% |
| 30D | +32.6% | +8.3% | +24.3% | +28.5% |
| 3M | -32.2% | -40.7% | +8.4% | -23.4% |
| 6M | +52.4% | -3.9% | +56.3% | +37.8% |
| YTD | +6.7% | +20.2% | -13.5% | -14.8% |
| 1Y | -15.2% | +17.6% | -32.8% | -22.6% |
| All | -15.2% | +17.9% | -33.1% | -22.6% |
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