+46.8%
VMC vs SEDG
-86.8%
+133.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | 0.0% |
| 7D | -3.7% | +8.7% | -12.4% | -4.3% |
| 30D | -12.8% | +10.3% | -23.1% | -13.4% |
| 3M | -7.9% | -32.6% | +24.7% | -6.3% |
| 6M | -7.5% | -3.6% | -3.9% | -9.5% |
| YTD | -11.6% | +27.4% | -39.0% | -15.8% |
| 1Y | -14.3% | +24.9% | -39.2% | -19.0% |
| 3Y | +18.5% | -75.3% | +93.8% | +30.9% |
| 5Y | +46.8% | -86.3% | +133.1% | +70.0% |
| All | +46.8% | -86.8% | +133.5% | +70.0% |
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