+210.6%
UAL vs SEDG
-61.9%
+272.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -2.2% |
| 7D | +2.3% | -11.2% | +13.4% | +3.5% |
| 30D | +13.3% | -15.3% | +28.6% | +15.1% |
| 3M | -6.3% | -19.9% | +13.6% | -4.6% |
| 6M | +22.5% | -36.2% | +58.7% | +25.1% |
| YTD | +5.9% | -7.6% | +13.4% | +1.4% |
| 1Y | +24.7% | -40.3% | +65.0% | +25.6% |
| All | +210.6% | -61.9% | +272.5% | +215.5% |
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