+225.9%
VIK vs SEDG
-40.1%
+266.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.1% | -3.2% |
| 7D | -0.8% | +3.6% | -4.4% | -1.0% |
| 30D | -18.0% | +9.3% | -27.4% | -18.7% |
| 3M | -5.8% | -39.1% | +33.3% | -3.3% |
| 6M | +17.2% | +1.8% | +15.4% | +14.1% |
| YTD | +19.1% | +22.0% | -2.9% | +13.8% |
| 1Y | +33.6% | +17.2% | +16.4% | +26.8% |
| All | +225.9% | -40.1% | +266.1% | +221.4% |
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