-87.4%
SEDG vs BOXX
+18.5%
-105.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.7% | -6.0% |
| 7D | +1.4% | +0.1% | +1.4% | +0.9% |
| 30D | +8.3% | +0.3% | +8.0% | +5.0% |
| 3M | -40.7% | +1.0% | -41.7% | -46.8% |
| 6M | -3.9% | +1.9% | -5.8% | -23.0% |
| YTD | +20.2% | +2.7% | +17.5% | -12.9% |
| 1Y | +17.6% | +4.0% | +13.6% | -27.3% |
| 3Y | -76.6% | +14.7% | -91.3% | -84.7% |
| All | -87.4% | +18.5% | -105.9% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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