-87.3%
SEDG vs BG
+81.8%
-169.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.9% | -4.8% |
| 7D | +1.4% | +3.1% | -1.7% | +0.1% |
| 30D | +8.3% | +10.2% | -1.9% | +3.5% |
| 3M | -40.7% | -1.7% | -39.0% | -40.6% |
| 6M | -3.9% | +1.0% | -4.9% | -5.6% |
| YTD | +20.2% | +39.9% | -19.7% | -0.3% |
| 1Y | +17.6% | +53.2% | -35.6% | -7.1% |
| 3Y | -76.6% | +16.3% | -92.9% | -79.6% |
| All | -87.3% | +81.8% | -169.1% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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