+2.9%
USO vs SEDG
+75.6%
-72.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.3% | +6.0% | +2.9% |
| 7D | +6.2% | +3.6% | +2.6% | +6.0% |
| 30D | +19.1% | +9.3% | +9.8% | +18.3% |
| 3M | +14.2% | -39.1% | +53.3% | +16.7% |
| 6M | +43.7% | +1.8% | +42.0% | +40.4% |
| YTD | +116.8% | +22.0% | +94.8% | +107.9% |
| 1Y | +104.3% | +17.2% | +87.1% | +94.6% |
| 3Y | +91.5% | -76.3% | +167.9% | +94.7% |
| 5Y | +214.1% | -87.2% | +301.3% | +226.8% |
| 10Y | +77.0% | +108.6% | -31.6% | +28.8% |
| All | +2.9% | +75.6% | -72.7% | -19.7% |
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