+133.6%
UAL vs SEDG
-77.6%
+211.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.4% |
| 7D | +0.7% | +8.9% | -8.2% | -0.3% |
| 30D | -16.1% | +0.9% | -17.0% | -16.4% |
| 3M | +6.1% | -53.2% | +59.4% | +14.4% |
| 6M | +10.8% | -9.9% | +20.7% | +7.9% |
| YTD | -0.4% | +18.5% | -18.9% | -7.1% |
| 1Y | +5.0% | +0.1% | +4.9% | -1.2% |
| All | +133.6% | -77.6% | +211.2% | +183.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling