+256.2%
VTV vs SEDG
+83.3%
+172.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.0% |
| 7D | -2.1% | +8.7% | -10.8% | -2.7% |
| 30D | -1.3% | +10.3% | -11.7% | -2.2% |
| 3M | +5.6% | -32.6% | +38.3% | +7.6% |
| 6M | +12.4% | -3.6% | +16.0% | +10.0% |
| YTD | +17.6% | +27.4% | -9.7% | +12.0% |
| 1Y | +23.5% | +24.9% | -1.4% | +16.6% |
| 3Y | +67.0% | -75.3% | +142.3% | +70.0% |
| 5Y | +80.5% | -86.3% | +166.9% | +87.8% |
| 10Y | +230.6% | +117.7% | +112.9% | +155.8% |
| All | +256.2% | +83.3% | +172.9% | +173.7% |
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