+334.6%
USFD vs SEDG
+14.7%
+319.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.9% | +7.6% | -0.5% |
| 7D | +1.3% | -7.3% | +8.6% | +2.0% |
| 30D | +10.6% | -25.3% | +35.9% | +13.3% |
| 3M | -2.4% | -24.1% | +21.7% | -0.5% |
| 6M | +28.9% | -39.9% | +68.8% | +30.8% |
| YTD | +43.7% | -15.8% | +59.5% | +37.3% |
| 1Y | +48.5% | -42.9% | +91.4% | +48.1% |
| 3Y | +154.7% | -65.9% | +220.6% | +144.4% |
| 5Y | +218.4% | -93.3% | +311.7% | +282.7% |
| 10Y | +360.6% | +81.9% | +278.7% | +237.7% |
| All | +334.6% | +14.7% | +319.8% | +219.4% |
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