-58.0%
SEDG vs UMAC
+473.8%
-531.8%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.2% | -5.4% |
| 7D | +1.4% | -3.4% | +4.8% | +1.8% |
| 30D | +8.3% | -15.1% | +23.4% | +9.7% |
| 3M | -40.7% | -10.8% | -29.9% | -40.6% |
| 6M | -3.9% | +15.7% | -19.6% | -8.9% |
| YTD | +20.2% | +80.1% | -59.9% | +6.9% |
| 1Y | +17.6% | +116.7% | -99.1% | +1.4% |
| All | -58.0% | +473.8% | -531.8% | -72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling