+503.0%
BX vs SEDG
+75.6%
+427.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.3% | -3.1% |
| 7D | -5.7% | +3.6% | -9.3% | -6.2% |
| 30D | -8.9% | +9.3% | -18.2% | -10.3% |
| 3M | +8.4% | -39.1% | +47.5% | +14.6% |
| 6M | +18.9% | +1.8% | +17.1% | +12.4% |
| YTD | -13.6% | +22.0% | -35.7% | -21.6% |
| 1Y | -22.4% | +17.2% | -39.7% | -30.6% |
| 3Y | +26.0% | -76.3% | +102.4% | +32.7% |
| 5Y | +18.8% | -87.2% | +106.0% | +36.5% |
| 10Y | +668.7% | +108.6% | +560.2% | +420.9% |
| All | +503.0% | +75.6% | +427.4% | +334.6% |
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 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