+244.9%
UNP vs SEDG
+81.7%
+163.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.5% | -6.9% | -0.9% |
| 7D | -0.7% | +12.1% | -12.9% | -1.6% |
| 30D | -1.1% | +14.7% | -15.8% | -2.3% |
| 3M | +7.9% | -43.0% | +50.9% | +11.4% |
| 6M | +14.6% | +9.0% | +5.6% | +10.9% |
| YTD | +26.6% | +26.3% | +0.3% | +20.3% |
| 1Y | +35.6% | +8.9% | +26.6% | +29.0% |
| 3Y | +45.5% | -75.5% | +121.0% | +48.8% |
| 5Y | +50.0% | -86.7% | +136.7% | +57.7% |
| 10Y | +271.8% | +110.6% | +161.3% | +178.1% |
| All | +244.9% | +81.7% | +163.3% | +155.2% |
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