+307.4%
UNH vs SEDG
+75.6%
+231.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.8% |
| 7D | -1.7% | +3.6% | -5.3% | -1.8% |
| 30D | -3.8% | +9.3% | -13.2% | -4.4% |
| 3M | -4.3% | -39.1% | +34.8% | -2.6% |
| 6M | +38.6% | +1.8% | +36.8% | +35.6% |
| YTD | +20.7% | +22.0% | -1.4% | +16.2% |
| 1Y | +16.0% | +17.2% | -1.2% | +11.1% |
| 3Y | -13.5% | -76.3% | +62.9% | -11.5% |
| 5Y | +3.5% | -87.2% | +90.8% | +7.6% |
| 10Y | +245.3% | +108.6% | +136.7% | +169.0% |
| All | +307.4% | +75.6% | +231.8% | +187.7% |
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 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