+97.7%
USO vs SEDG
-77.1%
+174.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -2.1% |
| 7D | +9.1% | +1.4% | +7.7% | +9.1% |
| 30D | +21.7% | +8.3% | +13.4% | +21.5% |
| 3M | +20.2% | -40.7% | +60.9% | +21.1% |
| 6M | +43.4% | -3.9% | +47.3% | +42.4% |
| YTD | +124.0% | +20.2% | +103.8% | +120.6% |
| 1Y | +112.2% | +17.6% | +94.6% | +108.6% |
| 3Y | +97.7% | -76.6% | +174.3% | +77.5% |
| All | +97.7% | -77.1% | +174.7% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling