+228.4%
UNH vs SEDG
+106.4%
+121.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.6% | +3.3% | -2.1% |
| 7D | -4.5% | +1.4% | -5.9% | -4.6% |
| 30D | -6.5% | +8.3% | -14.8% | -7.0% |
| 3M | -6.0% | -40.7% | +34.7% | -4.2% |
| 6M | +33.7% | -3.9% | +37.6% | +31.3% |
| YTD | +16.4% | +20.2% | -3.8% | +12.2% |
| 1Y | +10.1% | +17.6% | -7.5% | +5.4% |
| 3Y | -16.3% | -76.6% | +60.3% | -13.8% |
| 5Y | +2.1% | -87.1% | +89.2% | +6.6% |
| All | +228.4% | +106.4% | +121.9% | +154.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling