-75.4%
SEDG vs BAH
-31.5%
-43.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.9% | +7.5% | +6.7% |
| 7D | +12.1% | -4.3% | +16.5% | +12.8% |
| 30D | +14.7% | -4.5% | +19.2% | +15.5% |
| 3M | -43.0% | -7.6% | -35.4% | -41.9% |
| 6M | +9.0% | -10.6% | +19.6% | +11.3% |
| YTD | +26.3% | -12.6% | +38.8% | +28.9% |
| 1Y | +8.9% | -27.0% | +35.9% | +15.2% |
| All | -75.4% | -31.5% | -43.9% | -74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling