-79.0%
VFC vs SEDG
-86.8%
+7.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -5.9% | -2.3% |
| 7D | -3.3% | +8.7% | -12.0% | -4.6% |
| 30D | -14.0% | +10.3% | -24.3% | -15.6% |
| 3M | -22.6% | -32.6% | +10.1% | -19.3% |
| 6M | -24.7% | -3.6% | -21.1% | -29.0% |
| YTD | -29.0% | +27.4% | -56.3% | -37.6% |
| 1Y | -13.8% | +24.9% | -38.7% | -25.6% |
| 3Y | -28.2% | -75.3% | +47.1% | -24.2% |
| 5Y | -79.0% | -86.3% | +7.3% | -76.5% |
| All | -79.0% | -86.8% | +7.8% | -76.5% |
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