+84.9%
USB vs SEDG
+99.7%
-14.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +0.2% |
| 7D | +1.4% | -21.4% | +22.8% | +3.4% |
| 30D | +6.4% | -19.7% | +26.1% | +8.2% |
| 3M | -4.5% | -19.7% | +15.2% | -3.2% |
| 6M | +11.4% | -37.4% | +48.8% | +13.0% |
| YTD | +17.1% | -10.4% | +27.5% | +13.0% |
| 1Y | +32.6% | -43.0% | +75.6% | +33.4% |
| 3Y | +101.8% | -63.6% | +165.5% | +97.1% |
| 5Y | +25.1% | -92.5% | +117.6% | +40.3% |
| 10Y | +84.9% | +86.0% | -1.2% | +56.9% |
| All | +84.9% | +99.7% | -14.8% | +56.9% |
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 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