-91.3%
SEDG vs BAM
+88.1%
-179.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.3% | -5.2% | -5.5% |
| 7D | -21.4% | +5.0% | -26.3% | -24.5% |
| 30D | -19.7% | +16.6% | -36.3% | -29.3% |
| 3M | -19.7% | +2.2% | -21.9% | -21.8% |
| 6M | -37.4% | +9.7% | -47.0% | -42.8% |
| YTD | -10.4% | +5.2% | -15.6% | -16.0% |
| 1Y | -43.0% | +3.9% | -46.9% | -45.7% |
| 3Y | -63.6% | +91.5% | -155.2% | -78.2% |
| All | -91.3% | +88.1% | -179.4% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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