+433.9%
BTSG vs SEDG
-51.4%
+485.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +1.8% |
| 7D | -3.3% | +1.4% | -4.7% | -3.4% |
| 30D | -1.6% | +8.3% | -9.9% | -2.2% |
| 3M | -6.9% | -40.7% | +33.8% | -4.6% |
| 6M | +42.1% | -3.9% | +46.0% | +40.0% |
| YTD | +56.8% | +20.2% | +36.6% | +51.3% |
| 1Y | +109.8% | +17.6% | +92.2% | +101.6% |
| All | +433.9% | -51.4% | +485.3% | +448.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling