+15.3%
BTDR vs SEDG
-84.8%
+100.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.4% | -10.9% | -7.3% |
| 7D | -3.2% | +8.7% | -11.9% | -4.8% |
| 30D | +32.7% | +10.3% | +22.4% | +29.7% |
| 3M | -28.4% | -32.6% | +4.2% | -24.1% |
| 6M | +51.7% | -3.6% | +55.3% | +46.8% |
| YTD | +2.9% | +27.4% | -24.5% | -5.9% |
| 1Y | -15.5% | +24.9% | -40.4% | -22.1% |
| 3Y | 0.0% | -75.3% | +75.3% | -8.6% |
| 5Y | +16.5% | -86.3% | +102.8% | +7.1% |
| All | +15.3% | -84.8% | +100.1% | +6.7% |
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 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