+65.2%
SEDG vs VT
+234.7%
-169.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +8.9% | +0.4% | +8.4% | +8.0% |
| 30D | +0.9% | +1.0% | -0.1% | -0.8% |
| 3M | -53.2% | +2.4% | -55.6% | -53.9% |
| 6M | -9.9% | +12.0% | -21.9% | -24.6% |
| YTD | +18.5% | +15.3% | +3.2% | -5.0% |
| 1Y | +0.1% | +22.6% | -22.5% | -26.3% |
| 3Y | -78.9% | +74.7% | -153.6% | -90.6% |
| 5Y | -88.0% | +66.1% | -154.2% | -94.0% |
| 10Y | +97.5% | +225.0% | -127.5% | -60.6% |
| All | +65.2% | +234.7% | -169.5% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling