+70.1%
SEDG vs UDR
+57.8%
+12.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.4% | -2.3% |
| 7D | +3.6% | -3.3% | +6.9% | +5.4% |
| 30D | +9.3% | -5.6% | +15.0% | +12.6% |
| 3M | -39.1% | -9.4% | -29.7% | -36.3% |
| 6M | +1.8% | -3.0% | +4.7% | +0.9% |
| YTD | +22.0% | -0.4% | +22.4% | +19.0% |
| 1Y | +17.2% | -5.1% | +22.4% | +17.6% |
| 3Y | -76.3% | +4.2% | -80.6% | -77.4% |
| 5Y | -87.2% | -19.5% | -67.7% | -86.2% |
| 10Y | +108.6% | +47.9% | +60.7% | +54.1% |
| All | +70.1% | +57.8% | +12.3% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling