+76.0%
SEDG vs BBWI
-62.7%
+138.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.1% | +9.6% | +7.5% |
| 7D | +12.1% | +1.6% | +10.6% | +11.5% |
| 30D | +14.7% | -6.2% | +20.9% | +16.3% |
| 3M | -43.0% | +4.3% | -47.4% | -44.3% |
| 6M | +9.0% | -7.2% | +16.2% | +8.7% |
| YTD | +26.3% | -3.0% | +29.3% | +23.5% |
| 1Y | +8.9% | -30.8% | +39.7% | +16.0% |
| 3Y | -75.5% | -43.4% | -32.1% | -72.6% |
| 5Y | -86.7% | -66.7% | -20.0% | -83.6% |
| 10Y | +110.6% | -55.7% | +166.3% | +102.7% |
| All | +76.0% | -62.7% | +138.6% | +78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling