+110.0%
BTI vs SEDG
+75.6%
+34.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.9% | -1.4% |
| 7D | -2.4% | +3.6% | -6.0% | -2.6% |
| 30D | -4.8% | +9.3% | -14.1% | -5.2% |
| 3M | -8.1% | -39.1% | +31.0% | -6.8% |
| 6M | -4.2% | +1.8% | -6.0% | -5.9% |
| YTD | -1.3% | +22.0% | -23.3% | -4.2% |
| 1Y | +2.1% | +17.2% | -15.1% | -1.3% |
| 3Y | +108.9% | -76.3% | +185.3% | +113.8% |
| 5Y | +114.5% | -87.2% | +201.7% | +122.0% |
| 10Y | +72.2% | +108.6% | -36.3% | +34.2% |
| All | +110.0% | +75.6% | +34.4% | +59.4% |
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