+341.3%
USFD vs SEDG
+30.7%
+310.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.5% | +3.0% |
| 7D | +3.9% | -8.4% | +12.3% | +4.5% |
| 30D | +12.8% | -14.1% | +27.0% | +14.1% |
| 3M | +1.0% | -12.9% | +13.9% | +1.6% |
| 6M | +30.3% | -33.0% | +63.3% | +30.8% |
| YTD | +46.0% | -4.1% | +50.1% | +37.7% |
| 1Y | +49.6% | -30.9% | +80.5% | +46.1% |
| 3Y | +166.3% | -60.7% | +226.9% | +151.8% |
| 5Y | +208.4% | -92.1% | +300.5% | +264.0% |
| 10Y | +371.2% | +97.6% | +273.7% | +242.4% |
| All | +341.3% | +30.7% | +310.7% | +220.5% |
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