+65.6%
VSH vs SEDG
-86.8%
+152.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.8% |
| 7D | +3.1% | +8.7% | -5.6% | +1.4% |
| 30D | -5.7% | +10.3% | -16.0% | -7.8% |
| 3M | -42.5% | -32.6% | -9.8% | -38.5% |
| 6M | +82.7% | -3.6% | +86.2% | +80.2% |
| YTD | +118.2% | +27.4% | +90.8% | +103.4% |
| 1Y | +109.7% | +24.9% | +84.8% | +92.6% |
| 3Y | +35.3% | -75.3% | +110.6% | +43.1% |
| 5Y | +65.6% | -86.3% | +151.9% | +83.1% |
| All | +65.6% | -86.8% | +152.4% | +83.1% |
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 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