-63.6%
SEDG vs BURL
+94.5%
-158.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.3% | -5.3% | -6.1% |
| 7D | -21.4% | +5.9% | -27.2% | -23.0% |
| 30D | -19.7% | -8.3% | -11.4% | -17.6% |
| 3M | -19.7% | -31.6% | +11.9% | -9.0% |
| 6M | -37.4% | -16.6% | -20.8% | -34.7% |
| YTD | -10.4% | -12.1% | +1.7% | -9.5% |
| 1Y | -43.0% | -10.0% | -33.0% | -43.5% |
| 3Y | -63.6% | +94.3% | -157.9% | -70.0% |
| All | -63.6% | +94.5% | -158.2% | -70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling