+108.3%
VWO vs SEDG
+73.0%
+35.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +1.2% |
| 7D | -1.8% | +1.4% | -3.2% | -2.0% |
| 30D | -0.1% | +8.3% | -8.4% | -1.1% |
| 3M | +2.2% | -40.7% | +42.9% | +6.2% |
| 6M | +8.8% | -3.9% | +12.7% | +5.9% |
| YTD | +12.4% | +20.2% | -7.8% | +6.2% |
| 1Y | +15.6% | +17.6% | -2.0% | +8.1% |
| 3Y | +62.5% | -76.6% | +139.1% | +67.3% |
| 5Y | +34.3% | -87.1% | +121.3% | +42.5% |
| 10Y | +114.8% | +105.5% | +9.3% | +54.4% |
| All | +108.3% | +73.0% | +35.3% | +45.9% |
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