+543.1%
VEEV vs SEDG
+106.4%
+436.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.2% | +1.3% |
| 7D | -4.6% | +1.4% | -6.0% | -4.9% |
| 30D | +8.6% | +8.3% | +0.3% | +7.3% |
| 3M | +62.4% | -40.7% | +103.1% | +70.1% |
| 6M | +40.3% | -3.9% | +44.2% | +33.6% |
| YTD | +17.5% | +20.2% | -2.7% | +6.8% |
| 1Y | -6.1% | +17.6% | -23.7% | -16.2% |
| 3Y | +16.7% | -76.6% | +93.3% | +23.6% |
| 5Y | -13.3% | -87.1% | +73.7% | -1.0% |
| All | +543.1% | +106.4% | +436.7% | +314.6% |
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