+143.9%
VXUS vs SEDG
+70.6%
+73.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | +1.0% | +8.9% | -7.9% | +0.2% |
| 30D | +2.2% | +0.9% | +1.3% | +1.9% |
| 3M | +3.0% | -53.2% | +56.2% | +8.8% |
| 6M | +10.7% | -9.9% | +20.5% | +8.7% |
| YTD | +17.8% | +18.5% | -0.7% | +12.2% |
| 1Y | +27.6% | +0.1% | +27.5% | +21.8% |
| 3Y | +73.3% | -78.9% | +152.2% | +79.9% |
| 5Y | +54.3% | -88.0% | +142.4% | +64.4% |
| 10Y | +149.8% | +97.5% | +52.4% | +89.4% |
| All | +143.9% | +70.6% | +73.3% | +84.7% |
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