+95.4%
UL vs SEDG
+81.7%
+13.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.5% | -7.5% | -1.3% |
| 7D | -1.3% | +12.1% | -13.4% | -1.7% |
| 30D | +0.9% | +14.7% | -13.8% | +0.4% |
| 3M | +14.2% | -43.0% | +57.3% | +15.9% |
| 6M | -3.2% | +9.0% | -12.2% | -5.1% |
| YTD | -0.3% | +26.3% | -26.6% | -3.3% |
| 1Y | -8.8% | +8.9% | -17.7% | -11.5% |
| 3Y | +23.9% | -75.5% | +99.4% | +25.0% |
| 5Y | +21.4% | -86.7% | +108.1% | +24.1% |
| 10Y | +66.7% | +110.6% | -43.9% | +32.8% |
| All | +95.4% | +81.7% | +13.8% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling