-50.0%
VTRS vs SEDG
+106.4%
-156.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +1.2% |
| 7D | -2.2% | +1.4% | -3.6% | -2.3% |
| 30D | +3.3% | +8.3% | -5.0% | +2.6% |
| 3M | +2.0% | -40.7% | +42.6% | +4.9% |
| 6M | +19.9% | -3.9% | +23.8% | +16.8% |
| YTD | +35.7% | +20.2% | +15.5% | +29.3% |
| 1Y | +68.1% | +17.6% | +50.5% | +58.8% |
| 3Y | +87.1% | -76.6% | +163.7% | +85.4% |
| 5Y | +47.6% | -87.1% | +134.7% | +48.3% |
| All | -50.0% | +106.4% | -156.4% | -56.6% |
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