-35.0%
UPST vs SEDG
-92.3%
+57.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -8.9% | +2.1% | -4.1% |
| 7D | -13.5% | -7.3% | -6.2% | -11.4% |
| 30D | -19.6% | -25.3% | +5.7% | -12.6% |
| 3M | -34.2% | -24.1% | -10.1% | -29.4% |
| 6M | -31.2% | -39.9% | +8.7% | -25.1% |
| YTD | -56.2% | -15.8% | -40.4% | -60.1% |
| 1Y | -51.7% | -42.9% | -8.8% | -49.9% |
| 3Y | -8.2% | -65.9% | +57.6% | -4.3% |
| 5Y | -92.8% | -93.3% | +0.5% | -81.9% |
| All | -35.0% | -92.3% | +57.2% | +50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling