+262.2%
UMC vs SEDG
-77.1%
+339.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.6% | +8.0% | +3.0% |
| 7D | +9.0% | +1.4% | +7.6% | +8.7% |
| 30D | +17.2% | +8.3% | +8.9% | +15.7% |
| 3M | +11.4% | -40.7% | +52.1% | +17.5% |
| 6M | +137.5% | -3.9% | +141.4% | +137.6% |
| YTD | +193.1% | +20.2% | +172.9% | +185.4% |
| 1Y | +240.3% | +17.6% | +222.7% | +228.4% |
| 3Y | +262.2% | -76.6% | +338.8% | +297.4% |
| All | +262.2% | -77.1% | +339.3% | +297.4% |
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