-75.5%
SEDG vs URA
+121.0%
-196.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.1% | +3.4% | +4.8% |
| 7D | +12.1% | +8.1% | +4.0% | +7.4% |
| 30D | +14.7% | +5.8% | +8.9% | +11.1% |
| 3M | -43.0% | +3.4% | -46.5% | -44.0% |
| 6M | +9.0% | -2.6% | +11.7% | +8.1% |
| YTD | +26.3% | +11.2% | +15.1% | +16.3% |
| 1Y | +8.9% | +19.8% | -10.9% | -4.1% |
| 3Y | -75.5% | +121.5% | -197.0% | -85.1% |
| All | -75.5% | +121.0% | -196.5% | -85.1% |
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