+161.1%
VEA vs SEDG
+106.4%
+54.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +1.6% |
| 7D | -1.5% | +1.4% | -2.9% | -1.6% |
| 30D | -0.8% | +8.3% | -9.1% | -1.7% |
| 3M | +2.5% | -40.7% | +43.1% | +6.0% |
| 6M | +11.1% | -3.9% | +15.0% | +8.6% |
| YTD | +17.2% | +20.2% | -3.0% | +11.4% |
| 1Y | +24.5% | +17.6% | +6.9% | +17.3% |
| 3Y | +75.4% | -76.6% | +152.0% | +80.9% |
| 5Y | +61.1% | -87.1% | +148.2% | +71.2% |
| All | +161.1% | +106.4% | +54.6% | +109.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling