+119.5%
USB vs SEDG
+70.6%
+49.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.4% |
| 7D | +1.4% | +8.9% | -7.4% | +0.7% |
| 30D | -1.3% | +0.9% | -2.2% | -1.6% |
| 3M | +15.2% | -53.2% | +68.5% | +21.5% |
| 6M | +18.8% | -9.9% | +28.7% | +16.3% |
| YTD | +21.0% | +18.5% | +2.5% | +14.6% |
| 1Y | +34.0% | +0.1% | +33.9% | +27.4% |
| 3Y | +95.3% | -78.9% | +174.2% | +102.7% |
| 5Y | +40.4% | -88.0% | +128.4% | +49.3% |
| 10Y | +107.3% | +97.5% | +9.9% | +62.4% |
| All | +119.5% | +70.6% | +49.0% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling