-5.7%
SEDG vs VYM
+21.8%
-27.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.2% | -9.9% | -11.5% |
| 7D | +1.8% | +1.2% | +0.6% | -1.2% |
| 30D | -12.7% | +5.2% | -17.9% | -23.4% |
| 3M | -38.4% | +0.5% | -39.0% | -39.3% |
| 6M | -27.7% | +7.7% | -35.4% | -39.6% |
| YTD | +4.1% | +17.2% | -13.1% | -33.9% |
| 1Y | -5.7% | +21.7% | -27.3% | -50.4% |
| All | -5.7% | +21.8% | -27.4% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling