+91.7%
USB vs SEDG
+96.5%
-4.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.5% | -0.9% |
| 7D | 0.0% | -8.5% | +8.5% | +0.6% |
| 30D | +5.8% | -17.0% | +22.9% | +7.3% |
| 3M | -6.0% | -15.8% | +9.8% | -5.1% |
| 6M | +7.8% | -32.3% | +40.0% | +8.6% |
| YTD | +14.6% | -4.6% | +19.2% | +10.1% |
| 1Y | +31.8% | -29.2% | +61.0% | +29.8% |
| 3Y | +91.5% | -61.7% | +153.2% | +86.3% |
| 5Y | +22.0% | -92.0% | +114.0% | +36.0% |
| All | +91.7% | +96.5% | -4.8% | +65.6% |
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