-11.7%
UPST vs SEDG
-75.9%
+64.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.5% | -10.3% | -5.0% |
| 7D | -1.5% | +12.1% | -13.6% | -3.7% |
| 30D | -13.2% | +14.7% | -27.9% | -15.6% |
| 3M | -13.0% | -43.0% | +30.1% | -5.6% |
| 6M | -2.9% | +9.0% | -11.9% | -9.2% |
| YTD | -38.3% | +26.3% | -64.6% | -44.5% |
| 1Y | -60.5% | +8.9% | -69.4% | -64.1% |
| 3Y | -11.7% | -75.5% | +63.8% | +48.6% |
| All | -11.7% | -75.9% | +64.1% | +48.6% |
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