+192.3%
VSH vs SEDG
+81.7%
+110.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.5% | -7.6% | -2.3% |
| 7D | +6.2% | +12.1% | -5.9% | +3.9% |
| 30D | -11.1% | +14.7% | -25.8% | -13.8% |
| 3M | -44.9% | -43.0% | -1.9% | -39.3% |
| 6M | +90.0% | +9.0% | +80.9% | +82.2% |
| YTD | +118.8% | +26.3% | +92.5% | +102.1% |
| 1Y | +109.0% | +8.9% | +100.0% | +94.0% |
| 3Y | +35.6% | -75.5% | +111.2% | +43.0% |
| 5Y | +66.7% | -86.7% | +153.4% | +85.1% |
| 10Y | +167.9% | +110.6% | +57.4% | +85.9% |
| All | +192.3% | +81.7% | +110.6% | +100.5% |
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