+112.2%
SEDG vs UDR
+47.3%
+64.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.7% |
| 7D | +8.7% | -3.4% | +12.1% | +10.6% |
| 30D | +10.3% | -5.4% | +15.8% | +13.4% |
| 3M | -32.6% | -10.0% | -22.7% | -29.4% |
| 6M | -3.6% | -2.5% | -1.0% | -4.6% |
| YTD | +27.4% | -1.1% | +28.5% | +24.8% |
| 1Y | +24.9% | -3.9% | +28.8% | +24.3% |
| 3Y | -75.3% | +3.4% | -78.8% | -76.3% |
| 5Y | -86.3% | -18.9% | -67.4% | -85.4% |
| All | +112.2% | +47.3% | +64.9% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 10y: compounded portfolio wealth divided by compounded UDR 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…
10y analysis · Full analysis span regression · 6 months rolling