-51.4%
VG vs SEDG
+100.5%
-151.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | -0.4% |
| 7D | -22.0% | -8.5% | -13.6% | -21.4% |
| 30D | -11.6% | -17.0% | +5.4% | -10.3% |
| 3M | -14.9% | -15.8% | +0.9% | -14.0% |
| 6M | -3.5% | -32.3% | +28.7% | -3.7% |
| YTD | +70.0% | -4.6% | +74.6% | +60.1% |
| 1Y | +50.0% | -29.2% | +79.2% | +46.2% |
| All | -51.4% | +100.5% | -151.9% | -63.2% |
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