+81.3%
USB vs SEDG
+80.7%
+0.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.0% |
| 7D | +2.6% | -13.3% | +15.9% | +3.8% |
| 30D | +8.4% | -21.9% | +30.3% | +10.4% |
| 3M | -5.5% | -25.9% | +20.3% | -3.6% |
| 6M | +17.7% | -44.2% | +62.0% | +20.7% |
| YTD | +17.6% | -17.3% | +34.9% | +14.2% |
| 1Y | +33.9% | -34.5% | +68.4% | +32.8% |
| 3Y | +103.8% | -66.7% | +170.5% | +100.5% |
| 5Y | +25.6% | -93.4% | +119.0% | +42.6% |
| All | +81.3% | +80.7% | +0.6% | +55.0% |
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