+1,549.3%
UMC vs SEDG
+83.3%
+1,466.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.4% | -6.9% | -3.1% |
| 7D | +11.4% | +8.7% | +2.7% | +10.1% |
| 30D | +16.8% | +10.3% | +6.5% | +14.8% |
| 3M | +19.1% | -32.6% | +51.7% | +24.5% |
| 6M | +137.4% | -3.6% | +141.0% | +133.9% |
| YTD | +186.4% | +27.4% | +159.0% | +170.0% |
| 1Y | +229.1% | +24.9% | +204.2% | +206.3% |
| 3Y | +257.9% | -75.3% | +333.2% | +273.0% |
| 5Y | +137.5% | -86.3% | +223.9% | +160.6% |
| 10Y | +1,808.2% | +117.7% | +1,690.4% | +1,588.0% |
| All | +1,549.3% | +83.3% | +1,466.1% | +1,431.2% |
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