-86.3%
SEDG vs USFR
+20.4%
-106.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +8.7% | +0.1% | +8.6% | +9.0% |
| 30D | +10.3% | +0.3% | +10.0% | +11.3% |
| 3M | -32.6% | +1.0% | -33.6% | -31.0% |
| 6M | -3.6% | +1.9% | -5.5% | -0.1% |
| YTD | +27.4% | +2.7% | +24.7% | +31.8% |
| 1Y | +24.9% | +4.0% | +20.9% | +28.8% |
| 3Y | -75.3% | +14.1% | -89.4% | -64.0% |
| 5Y | -86.3% | +20.5% | -106.8% | -82.4% |
| All | -86.3% | +20.4% | -106.8% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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