-50.2%
VG vs SEDG
+101.6%
-151.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.3% |
| 7D | -8.3% | -8.4% | +0.1% | -7.6% |
| 30D | -10.3% | -14.1% | +3.8% | -9.2% |
| 3M | -10.8% | -12.9% | +2.1% | -10.1% |
| 6M | +3.5% | -33.0% | +36.5% | +3.5% |
| YTD | +74.0% | -4.1% | +78.1% | +63.8% |
| 1Y | +48.9% | -30.9% | +79.7% | +45.5% |
| All | -50.2% | +101.6% | -151.8% | -62.3% |
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