+77.5%
SEDG vs VYM
+238.1%
-160.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +5.2% |
| 7D | +8.7% | -1.9% | +10.6% | +11.7% |
| 30D | +10.3% | -2.6% | +12.9% | +14.7% |
| 3M | -32.6% | +3.6% | -36.2% | -35.9% |
| 6M | -3.6% | +8.7% | -12.2% | -14.4% |
| YTD | +27.4% | +14.1% | +13.3% | +5.8% |
| 1Y | +24.9% | +17.8% | +7.1% | +0.2% |
| 3Y | -75.3% | +64.5% | -139.8% | -86.7% |
| 5Y | -86.3% | +77.5% | -163.8% | -93.1% |
| 10Y | +117.7% | +206.1% | -88.4% | -48.6% |
| All | +77.5% | +238.1% | -160.6% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling