+57.2%
VZ vs SEDG
-61.4%
+118.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +2.2% | -8.4% | +10.7% | +2.3% |
| 30D | +10.6% | -14.1% | +24.7% | +10.7% |
| 3M | -0.6% | -12.9% | +12.3% | -0.6% |
| 6M | +0.7% | -33.0% | +33.8% | +0.5% |
| YTD | +20.6% | -4.1% | +24.7% | +19.4% |
| 1Y | +22.7% | -30.9% | +53.6% | +22.2% |
| 3Y | +57.2% | -60.7% | +117.9% | +56.4% |
| All | +57.2% | -61.4% | +118.6% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling