+54.0%
UNP vs SEDG
-86.8%
+140.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -4.0% | +0.1% |
| 7D | -1.2% | +8.7% | -9.9% | -1.6% |
| 30D | -2.0% | +10.3% | -12.3% | -2.6% |
| 3M | +7.5% | -32.6% | +40.1% | +9.0% |
| 6M | +15.3% | -3.6% | +18.9% | +13.5% |
| YTD | +25.4% | +27.4% | -2.0% | +20.9% |
| 1Y | +35.6% | +24.9% | +10.7% | +29.8% |
| 3Y | +44.1% | -75.3% | +119.5% | +50.7% |
| 5Y | +54.0% | -86.3% | +140.3% | +69.4% |
| All | +54.0% | -86.8% | +140.7% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling