-100.0%
UVXY vs SEDG
+73.0%
-173.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.6% | -1.1% | -9.3% |
| 7D | +2.8% | +1.4% | +1.4% | +3.3% |
| 30D | -11.4% | +8.3% | -19.7% | -7.5% |
| 3M | -41.5% | -40.7% | -0.9% | -51.6% |
| 6M | -61.0% | -3.9% | -57.1% | -57.3% |
| YTD | -49.8% | +20.2% | -70.1% | -35.8% |
| 1Y | -66.4% | +17.6% | -84.0% | -54.3% |
| 3Y | -94.8% | -76.6% | -18.2% | -95.4% |
| 5Y | -99.7% | -87.1% | -12.6% | -99.7% |
| 10Y | -100.0% | +105.5% | -205.4% | -100.0% |
| All | -100.0% | +73.0% | -173.0% | -100.0% |
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