+99.8%
SEDG vs BURL
+254.9%
-155.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.8% |
| 7D | -11.2% | -0.8% | -10.4% | -10.8% |
| 30D | -15.3% | -4.4% | -10.9% | -14.2% |
| 3M | -19.9% | -28.6% | +8.6% | -10.6% |
| 6M | -36.2% | -12.3% | -23.9% | -34.4% |
| YTD | -7.6% | -11.3% | +3.7% | -6.3% |
| 1Y | -40.3% | -10.4% | -29.9% | -40.2% |
| 3Y | -62.5% | +96.1% | -158.6% | -72.4% |
| 5Y | -92.6% | -5.0% | -87.5% | -93.2% |
| 10Y | +99.8% | +251.8% | -152.0% | +21.4% |
| All | +99.8% | +254.9% | -155.1% | +21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling