-92.8%
SEDG vs URA
+35.5%
-128.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.5% | -3.0% | -4.4% |
| 7D | -21.4% | +0.3% | -21.7% | -21.2% |
| 30D | -19.7% | -14.8% | -4.9% | -11.6% |
| 3M | -19.7% | -25.3% | +5.6% | -4.4% |
| 6M | -37.4% | -39.9% | +2.5% | -15.1% |
| YTD | -10.4% | -22.4% | +12.1% | +1.5% |
| 1Y | -43.0% | -29.0% | -14.0% | -31.9% |
| 3Y | -63.6% | +41.0% | -104.6% | -73.8% |
| All | -92.8% | +35.5% | -128.3% | -95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling