+33.8%
VWO vs SEDG
-87.2%
+121.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +1.1% |
| 7D | -1.8% | +1.4% | -3.2% | -1.9% |
| 30D | -0.1% | +8.3% | -8.4% | -0.9% |
| 3M | +2.2% | -40.7% | +42.9% | +5.3% |
| 6M | +8.8% | -3.9% | +12.7% | +6.7% |
| YTD | +12.4% | +20.2% | -7.8% | +7.7% |
| 1Y | +15.6% | +17.6% | -2.0% | +9.9% |
| 3Y | +62.5% | -76.6% | +139.1% | +71.7% |
| All | +33.8% | -87.2% | +121.0% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling