+19.2%
UL vs SEDG
-86.8%
+106.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.7% | -1.4% |
| 7D | -4.1% | +8.7% | -12.8% | -4.2% |
| 30D | -1.2% | +10.3% | -11.5% | -1.3% |
| 3M | +6.0% | -32.6% | +38.6% | +6.4% |
| 6M | -5.5% | -3.6% | -1.9% | -6.4% |
| YTD | -3.3% | +27.4% | -30.7% | -5.2% |
| 1Y | -9.8% | +24.9% | -34.7% | -11.9% |
| 3Y | +20.1% | -75.3% | +95.5% | +21.6% |
| 5Y | +19.2% | -86.3% | +105.5% | +23.8% |
| All | +19.2% | -86.8% | +106.0% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling