+421.0%
VUG vs SEDG
+19.0%
+402.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.7% |
| 7D | +2.5% | -13.3% | +15.8% | +4.0% |
| 30D | -6.3% | -21.9% | +15.6% | -4.1% |
| 3M | -6.0% | -25.9% | +19.9% | -3.7% |
| 6M | -3.5% | -44.2% | +40.7% | -0.1% |
| YTD | +3.9% | -17.3% | +21.3% | +1.3% |
| 1Y | +5.1% | -34.5% | +39.6% | +4.8% |
| 3Y | +77.9% | -66.7% | +144.6% | +73.7% |
| 5Y | +62.4% | -93.4% | +155.8% | +90.4% |
| 10Y | +399.4% | +78.7% | +320.8% | +299.6% |
| All | +421.0% | +19.0% | +402.1% | +315.3% |
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