+97.5%
UPRO vs SEDG
-93.5%
+191.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.8% |
| 7D | +7.4% | -13.3% | +20.7% | +10.6% |
| 30D | -7.9% | -21.9% | +14.0% | -3.3% |
| 3M | -12.0% | -25.9% | +13.9% | -7.3% |
| 6M | -2.0% | -44.2% | +42.3% | +5.6% |
| YTD | +20.4% | -17.3% | +37.7% | +13.7% |
| 1Y | +24.5% | -34.5% | +59.0% | +23.8% |
| 3Y | +224.4% | -66.7% | +291.1% | +230.4% |
| All | +97.5% | -93.5% | +191.0% | +306.8% |
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 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