When searching your domain in SEMrush, you will most likely see different information than what you will see in your internal analytics. In order to understand why there is such a difference, you should first learn how we get our data.
SEMrush has a database of a little over 100 million keywords, selected based on search volume. When a keyword is updated, SEMrush conducts a search for it in Google and take a snapshot of the first ten results pages. A series of mathematical formulas are then applied to display the data you see.
If your site does not rank within the Top 100 results for any of the keywords in SEMrush, you will not be able to see any information displayed.
SEMrush is meant to serve as more of a complement to your internal analytics rather than replace it. Since SEMrush only focuses on the Top 100 results, your internal analytics will give you more encompassing information.