+65.2%
SEDG vs URA
+204.2%
-139.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.7% |
| 7D | +8.9% | +1.1% | +7.8% | +8.1% |
| 30D | +0.9% | +7.4% | -6.5% | -3.5% |
| 3M | -53.2% | -8.4% | -44.8% | -50.5% |
| 6M | -9.9% | -12.7% | +2.9% | -4.1% |
| YTD | +18.5% | +7.8% | +10.8% | +11.0% |
| 1Y | +0.1% | +19.5% | -19.3% | -12.8% |
| 3Y | -78.9% | +116.4% | -195.3% | -87.7% |
| 5Y | -88.0% | +134.3% | -222.3% | -93.7% |
| 10Y | +97.5% | +359.3% | -261.8% | -42.3% |
| All | +65.2% | +204.2% | -139.0% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling