-5.7%
SEDG vs BAH
+6.2%
-11.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.5% | -10.2% | -8.7% |
| 7D | +1.8% | +5.8% | -4.0% | +1.8% |
| 30D | -12.7% | +28.7% | -41.4% | -12.9% |
| 3M | -38.4% | +20.9% | -59.3% | -38.2% |
| 6M | -27.7% | +15.2% | -42.9% | -25.5% |
| YTD | +4.1% | +7.1% | -3.0% | +4.3% |
| 1Y | -5.7% | +6.4% | -12.0% | -5.4% |
| All | -5.7% | +6.2% | -11.8% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling