+77.5%
SEDG vs BR
+295.1%
-217.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.3% |
| 7D | +8.7% | -6.0% | +14.7% | +12.5% |
| 30D | +10.3% | -0.9% | +11.2% | +10.4% |
| 3M | -32.6% | +16.4% | -49.0% | -39.3% |
| 6M | -3.6% | -8.2% | +4.6% | -0.5% |
| YTD | +27.4% | -23.2% | +50.6% | +46.2% |
| 1Y | +24.9% | -30.9% | +55.8% | +53.5% |
| 3Y | -75.3% | -5.0% | -70.3% | -75.9% |
| 5Y | -86.3% | +8.8% | -95.1% | -88.0% |
| 10Y | +117.7% | +190.1% | -72.4% | +5.8% |
| All | +77.5% | +295.1% | -217.6% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling