+100.2%
SEDG vs VICR
+1,679.8%
-1,579.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +11.2% | -16.8% | -9.1% |
| 7D | +1.4% | +5.0% | -3.6% | -0.6% |
| 30D | +8.3% | -12.5% | +20.8% | +11.4% |
| 3M | -40.7% | -33.6% | -7.1% | -33.9% |
| 6M | -3.9% | +10.7% | -14.6% | -12.3% |
| YTD | +20.2% | +80.6% | -60.4% | -6.9% |
| 1Y | +17.6% | +288.4% | -270.8% | -29.8% |
| 3Y | -76.6% | +213.8% | -290.4% | -86.7% |
| 5Y | -87.1% | +58.8% | -145.9% | -91.9% |
| All | +100.2% | +1,679.8% | -1,579.5% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 10y: compounded portfolio wealth divided by compounded VICR 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…
10y analysis · Full analysis span regression · 6 months rolling