+221.8%
VT vs SEDG
+80.7%
+141.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | +2.4% | -13.3% | +15.7% | +3.6% |
| 30D | -1.5% | -21.9% | +20.4% | +0.5% |
| 3M | -4.1% | -25.9% | +21.8% | -2.0% |
| 6M | +0.6% | -44.2% | +44.8% | +3.6% |
| YTD | +11.0% | -17.3% | +28.4% | +8.4% |
| 1Y | +13.3% | -34.5% | +47.9% | +13.0% |
| 3Y | +73.4% | -66.7% | +140.1% | +70.2% |
| 5Y | +57.4% | -93.4% | +150.9% | +81.9% |
| All | +221.8% | +80.7% | +141.1% | +158.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling