+32.4%
USB vs SEDG
-41.4%
+73.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.2% |
| 7D | -0.5% | -11.2% | +10.6% | -0.3% |
| 30D | +5.7% | -15.3% | +21.0% | +6.1% |
| 3M | -4.7% | -19.9% | +15.2% | -4.3% |
| 6M | +13.4% | -36.2% | +49.6% | +13.5% |
| YTD | +17.0% | -7.6% | +24.6% | +12.4% |
| 1Y | +32.4% | -40.3% | +72.7% | +35.1% |
| All | +32.4% | -41.4% | +73.8% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling