+65.2%
SEDG vs BAH
+221.9%
-156.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.6% | +1.7% |
| 7D | +8.9% | -3.2% | +12.1% | +10.0% |
| 30D | +0.9% | +2.0% | -1.1% | +0.2% |
| 3M | -53.2% | -7.6% | -45.6% | -52.2% |
| 6M | -9.9% | -5.7% | -4.2% | -9.9% |
| YTD | +18.5% | -11.7% | +30.3% | +20.2% |
| 1Y | +0.1% | -27.4% | +27.5% | +9.0% |
| 3Y | -78.9% | -32.5% | -46.3% | -77.5% |
| 5Y | -88.0% | -3.3% | -84.7% | -89.4% |
| 10Y | +97.5% | +186.0% | -88.5% | +2.1% |
| All | +65.2% | +221.9% | -156.7% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling