-86.4%
SEDG vs VSXY
+37.7%
-124.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -2.6% |
| 7D | +3.6% | -10.7% | +14.3% | +6.1% |
| 30D | +9.3% | -24.3% | +33.6% | +16.2% |
| 3M | -39.1% | +1.0% | -40.1% | -39.7% |
| 6M | +1.8% | +57.4% | -55.6% | -11.8% |
| YTD | +22.0% | +39.8% | -17.7% | +8.2% |
| 1Y | +17.2% | +196.5% | -179.3% | -15.3% |
| 3Y | -76.3% | +357.2% | -433.6% | -85.7% |
| 5Y | -87.2% | +18.9% | -106.1% | -89.6% |
| All | -86.4% | +37.7% | -124.1% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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