+125.0%
URI vs SEDG
-75.9%
+200.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.5% | -6.0% | -0.1% |
| 7D | +2.5% | +12.1% | -9.6% | +1.4% |
| 30D | -12.5% | +14.7% | -27.3% | -13.9% |
| 3M | -6.2% | -43.0% | +36.8% | -2.1% |
| 6M | +25.9% | +9.0% | +16.8% | +21.1% |
| YTD | +26.2% | +26.3% | -0.1% | +19.1% |
| 1Y | +5.5% | +8.9% | -3.5% | -0.1% |
| 3Y | +125.0% | -75.5% | +200.5% | +168.7% |
| All | +125.0% | -75.9% | +200.8% | +168.7% |
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