-10.4%
UPST vs SEDG
-65.9%
+55.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +4.0% | +2.5% |
| 7D | -10.6% | -13.3% | +2.7% | -8.3% |
| 30D | -14.0% | -21.9% | +7.9% | -10.5% |
| 3M | -36.8% | -25.9% | -11.0% | -33.9% |
| 6M | -27.5% | -44.2% | +16.7% | -22.1% |
| YTD | -55.3% | -17.3% | -37.9% | -56.5% |
| 1Y | -47.5% | -34.5% | -13.0% | -46.9% |
| 3Y | -10.4% | -66.7% | +56.3% | +12.6% |
| All | -10.4% | -65.9% | +55.5% | +12.6% |
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