+65.2%
SEDG vs BB
-16.8%
+82.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +8.9% | -5.6% | +14.5% | +10.7% |
| 30D | +0.9% | -11.8% | +12.7% | +4.5% |
| 3M | -53.2% | -25.5% | -27.7% | -49.0% |
| 6M | -9.9% | +121.3% | -131.1% | -31.0% |
| YTD | +18.5% | +103.2% | -84.6% | -6.7% |
| 1Y | +0.1% | +102.6% | -102.5% | -20.8% |
| 3Y | -78.9% | +37.5% | -116.4% | -82.4% |
| 5Y | -88.0% | -30.4% | -57.6% | -88.8% |
| 10Y | +97.5% | 0.0% | +97.5% | +14.4% |
| All | +65.2% | -16.8% | +82.1% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling