+0.1%
SEDG vs BURL
-9.5%
+9.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.8% |
| 7D | +8.9% | -2.8% | +11.7% | +9.3% |
| 30D | +0.9% | -28.2% | +29.0% | +6.5% |
| 3M | -53.2% | -17.6% | -35.6% | -52.0% |
| 6M | -9.9% | -11.8% | +1.9% | -9.7% |
| YTD | +18.5% | -8.1% | +26.7% | +17.8% |
| 1Y | +0.1% | -12.0% | +12.1% | +6.6% |
| All | +0.1% | -9.5% | +9.6% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling