+57.9%
VT vs SEDG
-93.2%
+151.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.9% | +8.3% | +0.1% |
| 7D | +2.9% | -7.3% | +10.2% | +3.4% |
| 30D | -2.5% | -25.3% | +22.8% | -0.6% |
| 3M | -3.3% | -24.1% | +20.8% | -1.8% |
| 6M | +1.5% | -39.9% | +41.4% | +3.5% |
| YTD | +11.4% | -15.8% | +27.2% | +9.0% |
| 1Y | +11.9% | -42.9% | +54.8% | +12.8% |
| 3Y | +73.9% | -65.9% | +139.7% | +74.3% |
| 5Y | +57.9% | -93.3% | +151.2% | +93.8% |
| All | +57.9% | -93.2% | +151.1% | +93.8% |
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 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