+1,367.4%
UPRO vs SEDG
+70.6%
+1,296.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | +0.1% | +8.9% | -8.8% | -2.2% |
| 30D | -0.9% | +0.9% | -1.8% | -1.7% |
| 3M | +1.9% | -53.2% | +55.2% | +20.5% |
| 6M | +33.1% | -9.9% | +43.0% | +25.4% |
| YTD | +31.8% | +18.5% | +13.2% | +13.0% |
| 1Y | +48.3% | +0.1% | +48.2% | +28.7% |
| 3Y | +221.5% | -78.9% | +300.4% | +261.7% |
| 5Y | +136.7% | -88.0% | +224.8% | +207.5% |
| 10Y | +1,179.2% | +97.5% | +1,081.7% | +615.7% |
| All | +1,367.4% | +70.6% | +1,296.8% | +709.9% |
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