+199.3%
URI vs SEDG
-92.1%
+291.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.5% | +6.3% | +6.8% |
| 7D | -4.0% | -8.4% | +4.4% | -2.9% |
| 30D | +6.8% | -14.1% | +20.9% | +8.8% |
| 3M | -2.8% | -12.9% | +10.1% | -1.6% |
| 6M | +20.9% | -33.0% | +53.9% | +23.0% |
| YTD | +40.2% | -4.1% | +44.4% | +33.1% |
| 1Y | +34.1% | -30.9% | +64.9% | +32.6% |
| 3Y | +164.1% | -60.7% | +224.8% | +167.5% |
| 5Y | +199.3% | -92.1% | +291.5% | +338.9% |
| All | +199.3% | -92.1% | +291.4% | +338.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling