+100.2%
SEDG vs BBWI
-55.0%
+155.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +6.4% | -12.1% | -7.5% |
| 7D | +1.4% | -4.8% | +6.2% | +2.6% |
| 30D | +8.3% | +3.5% | +4.8% | +6.5% |
| 3M | -40.7% | -0.3% | -40.3% | -41.3% |
| 6M | -3.9% | -5.4% | +1.5% | -4.8% |
| YTD | +20.2% | -4.7% | +24.9% | +18.0% |
| 1Y | +17.6% | -30.5% | +48.1% | +24.6% |
| 3Y | -76.6% | -44.3% | -32.3% | -73.8% |
| 5Y | -87.1% | -66.9% | -20.2% | -84.2% |
| All | +100.2% | -55.0% | +155.2% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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