+218.1%
UPRO vs SEDG
-76.7%
+294.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.9% |
| 7D | -1.3% | +3.6% | -4.9% | -1.9% |
| 30D | -5.0% | +9.3% | -14.3% | -6.5% |
| 3M | +7.5% | -39.1% | +46.6% | +13.6% |
| 6M | +33.2% | +1.8% | +31.4% | +27.6% |
| YTD | +27.7% | +22.0% | +5.7% | +18.0% |
| 1Y | +43.0% | +17.2% | +25.8% | +31.3% |
| All | +218.1% | -76.7% | +294.8% | +257.4% |
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 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