+128.4%
VXUS vs SEDG
+19.0%
+109.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | +2.1% | -13.3% | +15.4% | +3.4% |
| 30D | -1.1% | -21.9% | +20.7% | +0.8% |
| 3M | -5.6% | -25.9% | +20.3% | -3.6% |
| 6M | -2.3% | -44.2% | +42.0% | +0.6% |
| YTD | +10.4% | -17.3% | +27.7% | +8.0% |
| 1Y | +13.1% | -34.5% | +47.6% | +12.8% |
| 3Y | +68.0% | -66.7% | +134.7% | +64.5% |
| 5Y | +45.8% | -93.4% | +139.2% | +64.3% |
| 10Y | +144.7% | +78.7% | +66.0% | +86.6% |
| All | +128.4% | +19.0% | +109.4% | +77.8% |
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