-36.7%
AUR vs SEDG
-83.5%
+46.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -3.8% |
| 7D | +0.2% | +8.7% | -8.6% | -2.1% |
| 30D | -8.9% | +10.3% | -19.2% | -11.6% |
| 3M | +4.6% | -32.6% | +37.2% | +13.3% |
| 6M | +44.9% | -3.6% | +48.4% | +34.7% |
| YTD | +64.8% | +27.4% | +37.5% | +38.8% |
| 1Y | +16.4% | +24.9% | -8.6% | -5.0% |
| 3Y | +85.1% | -75.3% | +160.4% | +141.9% |
| 5Y | -36.1% | -86.3% | +50.2% | +9.6% |
| All | -36.7% | -83.5% | +46.8% | +9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling