+661.1%
BX vs SEDG
+106.4%
+554.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.6% | +8.1% | +3.3% |
| 7D | -5.6% | +1.4% | -7.0% | -5.9% |
| 30D | -12.2% | +8.3% | -20.5% | -13.6% |
| 3M | +7.4% | -40.7% | +48.1% | +14.0% |
| 6M | +22.2% | -3.9% | +26.1% | +16.4% |
| YTD | -14.0% | +20.2% | -34.2% | -21.9% |
| 1Y | -27.3% | +17.6% | -44.9% | -35.1% |
| 3Y | +24.5% | -76.6% | +101.2% | +33.2% |
| 5Y | +18.9% | -87.1% | +106.0% | +38.9% |
| All | +661.1% | +106.4% | +554.6% | +462.0% |
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