+65.2%
SEDG vs BURL
+349.0%
-283.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.3% |
| 7D | +8.9% | -2.8% | +11.7% | +9.8% |
| 30D | +0.9% | -28.2% | +29.0% | +13.1% |
| 3M | -53.2% | -17.6% | -35.6% | -50.4% |
| 6M | -9.9% | -11.8% | +1.9% | -7.4% |
| YTD | +18.5% | -8.1% | +26.7% | +19.7% |
| 1Y | +0.1% | -12.0% | +12.1% | +1.6% |
| 3Y | -78.9% | +63.3% | -142.2% | -83.2% |
| 5Y | -88.0% | -10.8% | -77.2% | -88.9% |
| 10Y | +97.5% | +215.9% | -118.4% | +15.0% |
| All | +65.2% | +349.0% | -283.7% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling