+446.6%
VUG vs SEDG
+70.6%
+376.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | -0.1% | +8.9% | -9.0% | -1.0% |
| 30D | -0.3% | +0.9% | -1.2% | -0.6% |
| 3M | -0.7% | -53.2% | +52.6% | +6.0% |
| 6M | +14.6% | -9.9% | +24.5% | +12.2% |
| YTD | +9.0% | +18.5% | -9.5% | +2.8% |
| 1Y | +14.9% | +0.1% | +14.7% | +8.8% |
| 3Y | +86.0% | -78.9% | +164.9% | +96.0% |
| 5Y | +76.7% | -88.0% | +164.7% | +94.2% |
| 10Y | +411.3% | +97.5% | +313.8% | +302.7% |
| All | +446.6% | +70.6% | +376.0% | +321.6% |
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 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