+112.2%
SEDG vs URA
+361.2%
-249.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.0% | +8.3% | +6.6% |
| 7D | +8.7% | -1.5% | +10.3% | +9.6% |
| 30D | +10.3% | -0.4% | +10.7% | +10.3% |
| 3M | -32.6% | +6.3% | -38.9% | -34.8% |
| 6M | -3.6% | -14.0% | +10.4% | +2.9% |
| YTD | +27.4% | +5.3% | +22.1% | +20.9% |
| 1Y | +24.9% | +11.7% | +13.2% | +13.6% |
| 3Y | -75.3% | +109.8% | -185.1% | -85.1% |
| 5Y | -86.3% | +108.0% | -194.3% | -92.1% |
| All | +112.2% | +361.2% | -249.1% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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