-73.4%
VFC vs SEDG
+70.6%
-144.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.2% |
| 7D | -1.6% | +8.9% | -10.5% | -2.9% |
| 30D | -11.6% | +0.9% | -12.5% | -12.0% |
| 3M | -18.1% | -53.2% | +35.1% | -10.1% |
| 6M | -27.4% | -9.9% | -17.5% | -30.3% |
| YTD | -24.8% | +18.5% | -43.4% | -32.0% |
| 1Y | -8.2% | +0.1% | -8.3% | -16.2% |
| 3Y | -29.1% | -78.9% | +49.8% | -26.6% |
| 5Y | -79.2% | -88.0% | +8.9% | -77.5% |
| 10Y | -68.1% | +97.5% | -165.6% | -77.5% |
| All | -73.4% | +70.6% | -144.0% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling