+108.9%
USB vs SEDG
+30.7%
+78.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -12.7% | +10.6% | -1.0% |
| 7D | -1.5% | -14.2% | +12.7% | -0.3% |
| 30D | +4.3% | -23.0% | +27.3% | +6.4% |
| 3M | -6.1% | -22.7% | +16.6% | -4.5% |
| 6M | +9.4% | -41.3% | +50.7% | +11.7% |
| YTD | +15.2% | -9.2% | +24.4% | +11.2% |
| 1Y | +32.8% | -36.1% | +68.9% | +32.1% |
| 3Y | +91.3% | -65.3% | +156.6% | +87.3% |
| 5Y | +22.7% | -92.4% | +115.0% | +35.8% |
| 10Y | +97.0% | +91.2% | +5.8% | +54.5% |
| All | +108.9% | +30.7% | +78.3% | +61.7% |
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