-87.2%
SEDG vs URA
+132.7%
-220.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.6% |
| 7D | +3.6% | +5.7% | -2.1% | +0.4% |
| 30D | +9.3% | +5.6% | +3.7% | +5.9% |
| 3M | -39.1% | +6.2% | -45.3% | -41.0% |
| 6M | +1.8% | -8.2% | +10.0% | +4.8% |
| YTD | +22.0% | +9.7% | +12.4% | +13.1% |
| 1Y | +17.2% | +17.0% | +0.2% | +3.7% |
| 3Y | -76.3% | +118.5% | -194.8% | -86.3% |
| 5Y | -87.2% | +134.3% | -221.6% | -93.4% |
| All | -87.2% | +132.7% | -220.0% | -93.4% |
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