+1,271.8%
URI vs SEDG
+103.5%
+1,168.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.7% | +1.9% |
| 7D | +5.0% | +3.6% | +1.4% | +4.3% |
| 30D | -9.4% | +9.3% | -18.7% | -11.1% |
| 3M | -5.8% | -39.1% | +33.3% | +0.1% |
| 6M | +25.8% | +1.8% | +24.0% | +18.6% |
| YTD | +27.9% | +22.0% | +5.8% | +15.6% |
| 1Y | +9.7% | +17.2% | -7.5% | -2.4% |
| 3Y | +128.0% | -76.3% | +204.3% | +146.5% |
| 5Y | +212.4% | -87.2% | +299.6% | +267.0% |
| 10Y | +1,271.8% | +108.6% | +1,163.2% | +885.4% |
| All | +1,271.8% | +103.5% | +1,168.3% | +885.4% |
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