+76.0%
SEDG vs USFR
+28.9%
+47.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +12.1% | +0.1% | +12.1% | +12.1% |
| 30D | +14.7% | +0.3% | +14.4% | +14.8% |
| 3M | -43.0% | +1.0% | -44.0% | -42.9% |
| 6M | +9.0% | +1.9% | +7.1% | +9.4% |
| YTD | +26.3% | +2.7% | +23.6% | +26.7% |
| 1Y | +8.9% | +4.0% | +4.9% | +9.4% |
| 3Y | -75.5% | +14.0% | -89.6% | -74.9% |
| 5Y | -86.7% | +20.4% | -107.1% | -86.4% |
| 10Y | +110.6% | +28.1% | +82.5% | +118.1% |
| All | +76.0% | +28.9% | +47.1% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling