+104.2%
UAL vs SEDG
+103.5%
+0.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.5% |
| 7D | -1.1% | +3.6% | -4.8% | -1.8% |
| 30D | -13.4% | +9.3% | -22.8% | -15.1% |
| 3M | -2.3% | -39.1% | +36.8% | +4.0% |
| 6M | +13.3% | +1.8% | +11.5% | +6.4% |
| YTD | -4.2% | +22.0% | -26.2% | -13.9% |
| 1Y | +1.4% | +17.2% | -15.8% | -10.0% |
| 3Y | +125.8% | -76.3% | +202.1% | +141.4% |
| 5Y | +130.0% | -87.2% | +217.2% | +162.3% |
| 10Y | +104.2% | +108.6% | -4.4% | +36.4% |
| All | +104.2% | +103.5% | +0.7% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 10y: compounded portfolio wealth divided by compounded SEDG 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…
10y analysis · Full analysis span regression · 6 months rolling