+224.6%
VT vs SEDG
+94.7%
+130.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.9% |
| 7D | -0.7% | -11.2% | +10.5% | +0.3% |
| 30D | -1.7% | -15.3% | +13.5% | -0.5% |
| 3M | -2.3% | -19.9% | +17.6% | -0.9% |
| 6M | +1.5% | -36.2% | +37.7% | +3.3% |
| YTD | +12.0% | -7.6% | +19.6% | +8.3% |
| 1Y | +12.9% | -40.3% | +53.2% | +13.5% |
| 3Y | +74.9% | -62.5% | +137.5% | +69.9% |
| 5Y | +59.9% | -92.6% | +152.5% | +82.7% |
| 10Y | +224.6% | +99.8% | +124.8% | +158.3% |
| All | +224.6% | +94.7% | +130.0% | +158.3% |
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 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