-63.9%
SEDG vs URA
+41.0%
-104.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.5% | -3.0% | -4.5% |
| 7D | -21.4% | +0.3% | -21.7% | -21.2% |
| 30D | -19.7% | -14.8% | -4.9% | -12.1% |
| 3M | -19.7% | -25.3% | +5.6% | -5.3% |
| 6M | -37.4% | -39.9% | +2.5% | -17.2% |
| YTD | -10.4% | -22.4% | +12.1% | +1.0% |
| 1Y | -43.0% | -29.0% | -14.0% | -32.6% |
| All | -63.9% | +41.0% | -104.9% | -72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling