-20.3%
VFC vs SEDG
-77.1%
+56.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -5.6% | +10.0% | +5.2% |
| 7D | -1.4% | +1.4% | -2.8% | -1.7% |
| 30D | -9.0% | +8.3% | -17.3% | -10.4% |
| 3M | -24.2% | -40.7% | +16.5% | -19.7% |
| 6M | -18.5% | -3.9% | -14.6% | -23.2% |
| YTD | -25.9% | +20.2% | -46.1% | -34.1% |
| 1Y | -13.0% | +17.6% | -30.6% | -24.1% |
| 3Y | -20.3% | -76.6% | +56.3% | +3.0% |
| All | -20.3% | -77.1% | +56.8% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling