+75.4%
USAR vs SEDG
-86.6%
+162.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.2% | -0.6% |
| 7D | +2.3% | +12.1% | -9.8% | +0.8% |
| 30D | -8.6% | +14.7% | -23.3% | -10.4% |
| 3M | -20.5% | -43.0% | +22.5% | -15.7% |
| 6M | +1.2% | +9.0% | -7.8% | +0.6% |
| YTD | +48.4% | +26.3% | +22.1% | +46.6% |
| 1Y | +30.6% | +8.9% | +21.7% | +30.4% |
| 3Y | +73.6% | -75.5% | +149.2% | +73.7% |
| All | +75.4% | -86.6% | +162.0% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling