+315.7%
USFD vs SEDG
+103.5%
+212.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.3% | -2.1% | -5.1% |
| 7D | -7.0% | +3.6% | -10.6% | -7.4% |
| 30D | -10.3% | +9.3% | -19.6% | -11.3% |
| 3M | +9.2% | -39.1% | +48.3% | +13.1% |
| 6M | +7.4% | +1.8% | +5.6% | +2.6% |
| YTD | +29.4% | +22.0% | +7.3% | +19.8% |
| 1Y | +24.8% | +17.2% | +7.6% | +14.0% |
| 3Y | +150.0% | -76.3% | +226.3% | +163.0% |
| 5Y | +195.5% | -87.2% | +282.7% | +227.1% |
| 10Y | +315.7% | +108.6% | +207.2% | +200.1% |
| All | +315.7% | +103.5% | +212.2% | +200.1% |
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