+100.2%
SEDG vs UEC
+885.8%
-785.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.2% | -0.5% | -4.4% |
| 7D | +1.4% | -9.4% | +10.8% | +3.8% |
| 30D | +8.3% | -8.0% | +16.3% | +10.1% |
| 3M | -40.7% | -1.7% | -39.0% | -40.7% |
| 6M | -3.9% | -26.1% | +22.2% | +0.7% |
| YTD | +20.2% | -10.5% | +30.7% | +20.1% |
| 1Y | +17.6% | -13.3% | +30.9% | +16.6% |
| 3Y | -76.6% | +116.4% | -193.0% | -82.6% |
| 5Y | -87.1% | +225.5% | -312.6% | -91.9% |
| All | +100.2% | +885.8% | -785.6% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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