+257.1%
ULTA vs SEDG
+83.3%
+173.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -1.6% |
| 7D | -3.9% | +8.7% | -12.6% | -4.8% |
| 30D | -1.1% | +10.3% | -11.4% | -2.3% |
| 3M | +13.8% | -32.6% | +46.4% | +17.0% |
| 6M | -17.2% | -3.6% | -13.7% | -20.1% |
| YTD | -11.5% | +27.4% | -38.9% | -18.2% |
| 1Y | +3.9% | +24.9% | -21.0% | -5.5% |
| 3Y | +29.5% | -75.3% | +104.8% | +31.1% |
| 5Y | +42.9% | -86.3% | +129.2% | +51.3% |
| 10Y | +124.4% | +117.7% | +6.7% | +68.2% |
| All | +257.1% | +83.3% | +173.8% | +168.1% |
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