-92.1%
SEDG vs BURL
-17.2%
-75.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.6% | +5.6% |
| 7D | -8.5% | +4.1% | -12.5% | -10.0% |
| 30D | -17.0% | -9.5% | -7.6% | -14.4% |
| 3M | -15.8% | -33.5% | +17.7% | -3.5% |
| 6M | -32.3% | -22.1% | -10.2% | -27.4% |
| YTD | -4.6% | -14.6% | +9.9% | -2.3% |
| 1Y | -29.2% | -8.4% | -20.9% | -30.0% |
| 3Y | -61.7% | +86.6% | -148.2% | -71.3% |
| All | -92.1% | -17.2% | -75.0% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling