+25.4%
VTEB vs SEDG
+37.3%
-12.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +0.4% |
| 7D | -0.9% | +1.4% | -2.3% | -0.9% |
| 30D | -2.5% | +8.3% | -10.8% | -2.6% |
| 3M | -3.0% | -40.7% | +37.7% | -2.7% |
| 6M | -2.1% | -3.9% | +1.8% | -2.3% |
| YTD | -1.5% | +20.2% | -21.7% | -2.0% |
| 1Y | +0.2% | +17.6% | -17.4% | -0.4% |
| 3Y | +8.6% | -76.6% | +85.2% | +8.6% |
| 5Y | +1.2% | -87.1% | +88.3% | +1.5% |
| 10Y | +18.1% | +105.5% | -87.4% | +17.0% |
| All | +25.4% | +37.3% | -12.0% | +23.9% |
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