+76.0%
SEDG vs BB
-15.0%
+91.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.2% | +4.3% | +5.8% |
| 7D | +12.1% | +0.5% | +11.6% | +11.9% |
| 30D | +14.7% | -12.4% | +27.1% | +19.2% |
| 3M | -43.0% | -15.3% | -27.7% | -40.4% |
| 6M | +9.0% | +128.8% | -119.7% | -17.4% |
| YTD | +26.3% | +107.7% | -81.4% | -1.2% |
| 1Y | +8.9% | +103.9% | -94.9% | -13.9% |
| 3Y | -75.5% | +72.6% | -148.1% | -80.6% |
| 5Y | -86.7% | -24.3% | -62.5% | -87.8% |
| 10Y | +110.6% | +3.1% | +107.4% | +20.7% |
| All | +76.0% | -15.0% | +91.0% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling