+73.3%
VZ vs SEDG
+84.0%
-10.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.9% | +8.8% | 0.0% |
| 7D | +0.9% | -7.3% | +8.2% | +1.0% |
| 30D | +6.9% | -25.3% | +32.3% | +7.4% |
| 3M | +0.6% | -24.1% | +24.8% | +1.0% |
| 6M | +0.3% | -39.9% | +40.2% | +0.5% |
| YTD | +21.9% | -15.8% | +37.7% | +20.8% |
| 1Y | +21.7% | -42.9% | +64.5% | +21.6% |
| 3Y | +58.5% | -65.9% | +124.4% | +57.0% |
| 5Y | +22.4% | -93.3% | +115.7% | +25.6% |
| All | +73.3% | +84.0% | -10.7% | +55.4% |
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