+324.2%
VTI vs SEDG
+75.6%
+248.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.2% |
| 7D | -0.4% | +3.6% | -4.0% | -0.7% |
| 30D | -1.6% | +9.3% | -10.9% | -2.6% |
| 3M | +3.6% | -39.1% | +42.6% | +7.2% |
| 6M | +13.0% | +1.8% | +11.2% | +9.5% |
| YTD | +12.7% | +22.0% | -9.4% | +6.5% |
| 1Y | +18.4% | +17.2% | +1.2% | +10.9% |
| 3Y | +76.4% | -76.3% | +152.8% | +81.7% |
| 5Y | +73.7% | -87.2% | +160.9% | +86.0% |
| 10Y | +302.5% | +108.6% | +193.9% | +212.8% |
| All | +324.2% | +75.6% | +248.6% | +228.1% |
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