+76.3%
VNQ vs SEDG
+83.3%
-7.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.2% | -1.2% |
| 7D | -2.6% | +8.7% | -11.4% | -3.3% |
| 30D | -2.3% | +10.3% | -12.7% | -3.2% |
| 3M | -2.8% | -32.6% | +29.8% | -0.9% |
| 6M | +2.5% | -3.6% | +6.1% | -0.2% |
| YTD | +8.4% | +27.4% | -18.9% | +2.3% |
| 1Y | +6.8% | +24.9% | -18.1% | -0.3% |
| 3Y | +29.9% | -75.3% | +105.2% | +32.2% |
| 5Y | +7.2% | -86.3% | +93.5% | +12.5% |
| 10Y | +62.5% | +117.7% | -55.2% | +29.7% |
| All | +76.3% | +83.3% | -7.0% | +40.0% |
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 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