-86.3%
SEDG vs BBWI
-69.5%
-16.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.8% | +4.9% |
| 7D | +8.7% | -8.0% | +16.7% | +12.0% |
| 30D | +10.3% | -6.6% | +17.0% | +12.5% |
| 3M | -32.6% | -2.7% | -29.9% | -32.8% |
| 6M | -3.6% | -12.8% | +9.2% | -1.6% |
| YTD | +27.4% | -10.5% | +37.9% | +27.1% |
| 1Y | +24.9% | -35.3% | +60.3% | +39.9% |
| 3Y | -75.3% | -47.7% | -27.6% | -70.6% |
| 5Y | -86.3% | -68.9% | -17.4% | -80.3% |
| All | -86.3% | -69.5% | -16.8% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling