+97.6%
SEDG vs BURL
+261.4%
-163.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -0.9% |
| 7D | -8.4% | +7.7% | -16.1% | -11.1% |
| 30D | -14.1% | -7.1% | -7.0% | -12.2% |
| 3M | -12.9% | -30.3% | +17.4% | -2.0% |
| 6M | -33.0% | -15.5% | -17.5% | -30.3% |
| YTD | -4.1% | -11.0% | +6.8% | -3.0% |
| 1Y | -30.9% | -8.4% | -22.4% | -31.3% |
| 3Y | -60.7% | +96.7% | -157.3% | -71.1% |
| 5Y | -92.1% | -14.1% | -78.1% | -92.6% |
| 10Y | +97.6% | +255.1% | -157.5% | +20.3% |
| All | +97.6% | +261.4% | -163.8% | +20.3% |
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