-35.1%
AUR vs SEDG
-87.2%
+52.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.6% | +7.2% | +3.1% |
| 7D | +1.4% | +1.4% | 0.0% | +0.9% |
| 30D | -6.4% | +8.3% | -14.7% | -8.9% |
| 3M | +7.7% | -40.7% | +48.4% | +20.9% |
| 6M | +44.5% | -3.9% | +48.4% | +33.9% |
| YTD | +67.4% | +20.2% | +47.2% | +42.2% |
| 1Y | +15.4% | +17.6% | -2.2% | -5.1% |
| 3Y | +94.8% | -76.6% | +171.5% | +168.8% |
| All | -35.1% | -87.2% | +52.0% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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