-66.7%
SEDG vs UEC
+18.1%
-84.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -1.2% |
| 7D | -13.3% | -3.8% | -9.5% | -12.3% |
| 30D | -21.9% | -13.5% | -8.3% | -18.7% |
| 3M | -25.9% | -40.5% | +14.6% | -15.1% |
| 6M | -44.2% | -56.7% | +12.4% | -31.7% |
| YTD | -17.3% | -43.0% | +25.6% | -6.9% |
| 1Y | -34.5% | -42.5% | +8.0% | -26.8% |
| 3Y | -66.7% | +11.6% | -78.3% | -73.0% |
| All | -66.7% | +18.1% | -84.8% | -73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling