+317.7%
USFD vs SEDG
+61.5%
+256.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.5% |
| 7D | -3.0% | +8.9% | -11.9% | -3.9% |
| 30D | +3.5% | +0.9% | +2.6% | +3.2% |
| 3M | +26.6% | -53.2% | +79.8% | +34.6% |
| 6M | +11.7% | -9.9% | +21.6% | +8.2% |
| YTD | +38.1% | +18.5% | +19.6% | +28.3% |
| 1Y | +33.4% | +0.1% | +33.3% | +24.2% |
| 3Y | +155.8% | -78.9% | +234.7% | +173.7% |
| 5Y | +214.0% | -88.0% | +302.1% | +250.2% |
| 10Y | +320.4% | +97.5% | +222.9% | +203.5% |
| All | +317.7% | +61.5% | +256.1% | +198.5% |
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