+44.3%
UNP vs SEDG
-75.7%
+120.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -4.0% | +0.2% |
| 7D | -1.2% | +8.7% | -9.9% | -1.5% |
| 30D | -2.0% | +10.3% | -12.3% | -2.4% |
| 3M | +7.5% | -32.6% | +40.1% | +8.6% |
| 6M | +15.3% | -3.6% | +18.9% | +13.9% |
| YTD | +25.4% | +27.4% | -2.0% | +22.1% |
| 1Y | +35.6% | +24.9% | +10.7% | +31.4% |
| All | +44.3% | -75.7% | +120.0% | +47.8% |
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