-12.2%
VEEV vs SEDG
-87.2%
+74.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.2% | +1.1% |
| 7D | -4.6% | +1.4% | -6.0% | -4.8% |
| 30D | +8.6% | +8.3% | +0.3% | +7.6% |
| 3M | +62.4% | -40.7% | +103.1% | +68.2% |
| 6M | +40.3% | -3.9% | +44.2% | +34.8% |
| YTD | +17.5% | +20.2% | -2.7% | +8.6% |
| 1Y | -6.1% | +17.6% | -23.7% | -14.5% |
| 3Y | +16.7% | -76.6% | +93.3% | +36.9% |
| All | -12.2% | -87.2% | +74.9% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling