+79.3%
VTR vs SEDG
+83.3%
-4.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.4% | -3.2% | +0.9% |
| 7D | -1.8% | +8.7% | -10.5% | -2.5% |
| 30D | +4.0% | +10.3% | -6.3% | +3.0% |
| 3M | +7.8% | -32.6% | +40.5% | +9.8% |
| 6M | +6.4% | -3.6% | +9.9% | +3.1% |
| YTD | +18.3% | +27.4% | -9.1% | +10.9% |
| 1Y | +33.9% | +24.9% | +9.0% | +23.9% |
| 3Y | +134.3% | -75.3% | +209.6% | +141.5% |
| 5Y | +90.3% | -86.3% | +176.6% | +102.9% |
| 10Y | +100.1% | +117.7% | -17.6% | +50.0% |
| All | +79.3% | +83.3% | -4.0% | +37.8% |
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 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