+78.2%
VZ vs SEDG
+29.0%
+49.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.1% | +0.7% |
| 7D | +2.4% | -21.4% | +23.7% | +2.8% |
| 30D | +11.2% | -19.7% | +30.9% | +11.6% |
| 3M | 0.0% | -19.7% | +19.7% | +0.3% |
| 6M | +1.3% | -37.4% | +38.7% | +1.5% |
| YTD | +21.3% | -10.4% | +31.6% | +19.9% |
| 1Y | +23.9% | -43.0% | +67.0% | +24.0% |
| 3Y | +57.7% | -63.6% | +121.3% | +55.9% |
| 5Y | +21.2% | -92.5% | +113.7% | +24.6% |
| 10Y | +70.6% | +86.0% | -15.5% | +46.7% |
| All | +78.2% | +29.0% | +49.2% | +52.8% |
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