+165.4%
VRSK vs SEDG
+73.0%
+92.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.5% |
| 7D | -5.2% | +1.4% | -6.6% | -5.3% |
| 30D | -2.3% | +8.3% | -10.6% | -2.8% |
| 3M | -2.9% | -40.7% | +37.7% | -1.2% |
| 6M | -12.8% | -3.9% | -8.9% | -14.5% |
| YTD | -20.8% | +20.2% | -41.0% | -23.9% |
| 1Y | -33.2% | +17.6% | -50.8% | -36.3% |
| 3Y | -26.6% | -76.6% | +50.0% | -24.6% |
| 5Y | -11.3% | -87.1% | +75.8% | -6.7% |
| 10Y | +126.1% | +105.5% | +20.7% | +79.6% |
| All | +165.4% | +73.0% | +92.4% | +108.3% |
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