+37.4%
VCIT vs SEDG
+38.0%
-0.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | +0.1% |
| 7D | +0.7% | -8.4% | +9.2% | +0.8% |
| 30D | +1.8% | -14.1% | +15.9% | +2.0% |
| 3M | -1.6% | -12.9% | +11.4% | -1.5% |
| 6M | -2.1% | -33.0% | +30.9% | -1.9% |
| YTD | -1.6% | -4.1% | +2.6% | -2.1% |
| 1Y | -0.8% | -30.9% | +30.0% | -0.9% |
| 3Y | +19.9% | -60.7% | +80.6% | +19.2% |
| 5Y | +3.3% | -92.1% | +95.4% | +4.4% |
| 10Y | +30.6% | +97.6% | -66.9% | +30.3% |
| All | +37.4% | +38.0% | -0.5% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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