-77.9%
SEDG vs VLTO
+56.1%
-134.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -8.4% | +2.0% | -10.5% | -9.3% |
| 30D | -14.1% | +21.8% | -35.9% | -22.1% |
| 3M | -12.9% | +20.2% | -33.1% | -20.5% |
| 6M | -33.0% | +36.3% | -69.4% | -44.2% |
| YTD | -4.1% | +18.8% | -23.0% | -12.8% |
| 1Y | -30.9% | +20.4% | -51.2% | -38.5% |
| 3Y | -60.7% | +71.9% | -132.6% | -76.2% |
| All | -77.9% | +56.1% | -134.1% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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