+426.2%
BTSG vs SEDG
-48.5%
+474.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.4% | -11.0% | -6.9% |
| 7D | -5.8% | +8.7% | -14.5% | -6.3% |
| 30D | 0.0% | +10.3% | -10.3% | -0.8% |
| 3M | -4.5% | -32.6% | +28.1% | -2.9% |
| 6M | +40.0% | -3.6% | +43.6% | +37.9% |
| YTD | +54.6% | +27.4% | +27.2% | +48.6% |
| 1Y | +106.1% | +24.9% | +81.2% | +97.3% |
| All | +426.2% | -48.5% | +474.6% | +438.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling