+76.0%
SEDG vs BWA
+51.7%
+24.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.9% | +8.4% | +7.7% |
| 7D | +12.1% | +4.3% | +7.8% | +9.2% |
| 30D | +14.7% | -2.9% | +17.6% | +16.3% |
| 3M | -43.0% | -12.4% | -30.6% | -39.0% |
| 6M | +9.0% | +28.6% | -19.5% | -8.5% |
| YTD | +26.3% | +48.2% | -22.0% | -6.1% |
| 1Y | +8.9% | +50.9% | -42.0% | -20.1% |
| 3Y | -75.5% | +72.2% | -147.7% | -83.2% |
| 5Y | -86.7% | +91.1% | -177.8% | -91.5% |
| 10Y | +110.6% | +144.0% | -33.4% | -1.9% |
| All | +76.0% | +51.7% | +24.3% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BWA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling