+76.0%
SEDG vs VIG
+273.4%
-197.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.3% | +7.8% |
| 7D | +12.1% | -0.4% | +12.5% | +12.7% |
| 30D | +14.7% | -2.1% | +16.8% | +18.5% |
| 3M | -43.0% | +3.3% | -46.4% | -45.8% |
| 6M | +9.0% | +9.3% | -0.2% | -5.0% |
| YTD | +26.3% | +10.1% | +16.1% | +9.4% |
| 1Y | +8.9% | +14.7% | -5.8% | -10.3% |
| 3Y | -75.5% | +56.9% | -132.5% | -86.5% |
| 5Y | -86.7% | +62.9% | -149.6% | -92.8% |
| 10Y | +110.6% | +241.3% | -130.7% | -59.2% |
| All | +76.0% | +273.4% | -197.5% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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