+1,135.8%
URI vs SEDG
+80.7%
+1,055.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.0% |
| 7D | +6.7% | -13.3% | +20.0% | +9.3% |
| 30D | +8.9% | -21.9% | +30.7% | +13.2% |
| 3M | +0.5% | -25.9% | +26.4% | +4.8% |
| 6M | +20.7% | -44.2% | +64.9% | +27.2% |
| YTD | +40.0% | -17.3% | +57.4% | +34.3% |
| 1Y | +34.4% | -34.5% | +68.9% | +34.0% |
| 3Y | +149.5% | -66.7% | +216.2% | +143.7% |
| 5Y | +205.6% | -93.4% | +299.0% | +310.1% |
| All | +1,135.8% | +80.7% | +1,055.1% | +784.8% |
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