+89.2%
USB vs SEDG
+117.8%
-28.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.5% |
| 7D | +0.8% | -8.4% | +9.2% | +1.4% |
| 30D | +6.8% | -14.1% | +20.9% | +7.9% |
| 3M | -3.8% | -12.9% | +9.1% | -3.2% |
| 6M | +11.7% | -33.0% | +44.8% | +12.7% |
| YTD | +17.5% | -4.1% | +21.6% | +12.8% |
| 1Y | +33.8% | -30.9% | +64.6% | +32.0% |
| 3Y | +104.2% | -60.7% | +164.9% | +98.0% |
| 5Y | +26.4% | -92.1% | +118.5% | +41.3% |
| 10Y | +89.2% | +97.6% | -8.4% | +60.1% |
| All | +89.2% | +117.8% | -28.6% | +60.1% |
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