+144.8%
VXUS vs SEDG
+118.8%
+26.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -1.7% |
| 7D | -1.9% | +8.7% | -10.6% | -2.7% |
| 30D | -0.7% | +10.3% | -11.1% | -1.8% |
| 3M | +4.9% | -32.6% | +37.6% | +7.5% |
| 6M | +9.7% | -3.6% | +13.2% | +7.1% |
| YTD | +15.0% | +27.4% | -12.4% | +8.7% |
| 1Y | +22.4% | +24.9% | -2.5% | +14.6% |
| 3Y | +72.2% | -75.3% | +147.5% | +77.0% |
| 5Y | +52.6% | -86.3% | +138.9% | +61.6% |
| All | +144.8% | +118.8% | +26.1% | +92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling