+59.3%
USAR vs SEDG
-86.5%
+145.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.4% | -10.4% | -6.5% |
| 7D | -9.3% | +8.7% | -18.1% | -10.4% |
| 30D | -15.2% | +10.3% | -25.5% | -16.4% |
| 3M | -21.1% | -32.6% | +11.5% | -17.8% |
| 6M | -21.6% | -3.6% | -18.0% | -21.2% |
| YTD | +34.8% | +27.4% | +7.4% | +32.9% |
| 1Y | +15.6% | +24.9% | -9.3% | +15.0% |
| 3Y | +57.7% | -75.3% | +133.0% | +57.5% |
| All | +59.3% | -86.5% | +145.8% | +59.4% |
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 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