+0.1%
SEDG vs UMAC
+164.0%
-163.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.2% | +1.7% |
| 7D | +8.9% | -0.9% | +9.8% | +9.0% |
| 30D | +0.9% | -7.7% | +8.5% | +1.1% |
| 3M | -53.2% | -26.4% | -26.8% | -52.5% |
| 6M | -9.9% | +61.9% | -71.7% | -19.6% |
| YTD | +18.5% | +86.5% | -68.0% | -1.9% |
| 1Y | +0.1% | +156.3% | -156.2% | -24.6% |
| All | +0.1% | +164.0% | -163.9% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling