+97.6%
SEDG vs VT
+223.7%
-126.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -4.0% |
| 7D | -8.4% | +0.4% | -8.8% | -8.9% |
| 30D | -14.1% | -2.6% | -11.5% | -10.0% |
| 3M | -12.9% | -3.2% | -9.7% | -7.5% |
| 6M | -33.0% | +0.9% | -34.0% | -32.2% |
| YTD | -4.1% | +11.3% | -15.4% | -18.3% |
| 1Y | -30.9% | +14.0% | -44.9% | -43.0% |
| 3Y | -60.7% | +75.8% | -136.5% | -82.8% |
| 5Y | -92.1% | +57.8% | -150.0% | -95.7% |
| 10Y | +97.6% | +219.8% | -122.2% | -62.2% |
| All | +97.6% | +223.7% | -126.1% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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