+100.2%
SEDG vs BR
+189.7%
-89.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.5% |
| 7D | +1.4% | -3.0% | +4.4% | +3.2% |
| 30D | +8.3% | -0.3% | +8.6% | +8.0% |
| 3M | -40.7% | +17.3% | -58.0% | -46.9% |
| 6M | -3.9% | -6.7% | +2.8% | -1.9% |
| YTD | +20.2% | -23.4% | +43.7% | +39.0% |
| 1Y | +17.6% | -32.7% | +50.3% | +48.6% |
| 3Y | -76.6% | -5.9% | -70.7% | -77.1% |
| 5Y | -87.1% | +8.4% | -95.5% | -88.8% |
| All | +100.2% | +189.7% | -89.4% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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