-99.0%
VXX vs SEDG
-2.6%
-96.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.6% | +1.3% | -5.8% |
| 7D | +2.0% | +1.4% | +0.6% | +2.4% |
| 30D | -7.1% | +8.3% | -15.4% | -4.5% |
| 3M | -28.6% | -40.7% | +12.0% | -36.2% |
| 6M | -44.0% | -3.9% | -40.1% | -40.1% |
| YTD | -31.7% | +20.2% | -51.9% | -19.8% |
| 1Y | -46.3% | +17.6% | -63.9% | -34.6% |
| 3Y | -78.3% | -76.6% | -1.7% | -79.9% |
| 5Y | -95.8% | -87.1% | -8.7% | -96.2% |
| All | -99.0% | -2.6% | -96.4% | -97.0% |
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