+227.0%
VMC vs SEDG
+75.6%
+151.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | +0.1% | -3.0% |
| 7D | -5.3% | +3.6% | -8.9% | -5.6% |
| 30D | -12.3% | +9.3% | -21.6% | -13.1% |
| 3M | -10.3% | -39.1% | +28.8% | -7.3% |
| 6M | -8.6% | +1.8% | -10.4% | -11.5% |
| YTD | -11.9% | +22.0% | -33.9% | -16.8% |
| 1Y | -13.9% | +17.2% | -31.1% | -19.4% |
| 3Y | +18.2% | -76.3% | +94.5% | +22.3% |
| 5Y | +47.7% | -87.2% | +135.0% | +59.4% |
| 10Y | +152.5% | +108.6% | +43.9% | +87.1% |
| All | +227.0% | +75.6% | +151.4% | +142.1% |
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