-14.8%
UPST vs SEDG
-88.3%
+73.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.4% | -7.4% | -4.4% |
| 7D | -12.0% | +8.7% | -20.7% | -14.5% |
| 30D | -16.0% | +10.3% | -26.4% | -19.0% |
| 3M | -17.2% | -32.6% | +15.5% | -9.9% |
| 6M | -10.9% | -3.6% | -7.3% | -18.8% |
| YTD | -42.6% | +27.4% | -70.0% | -53.6% |
| 1Y | -59.8% | +24.9% | -84.7% | -68.8% |
| 3Y | -17.9% | -75.3% | +57.4% | +18.2% |
| 5Y | -90.7% | -86.3% | -4.4% | -81.9% |
| All | -14.8% | -88.3% | +73.5% | +75.3% |
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