+89.9%
VZ vs SEDG
+70.6%
+19.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -0.9% |
| 7D | +0.1% | +8.9% | -8.8% | -0.1% |
| 30D | +7.9% | +0.9% | +7.0% | +7.8% |
| 3M | +13.6% | -53.2% | +66.9% | +15.2% |
| 6M | +1.1% | -9.9% | +11.0% | +0.4% |
| YTD | +29.3% | +18.5% | +10.7% | +27.2% |
| 1Y | +21.2% | +0.1% | +21.1% | +19.4% |
| 3Y | +75.9% | -78.9% | +154.8% | +77.6% |
| 5Y | +24.1% | -88.0% | +112.1% | +26.0% |
| 10Y | +62.4% | +97.5% | -35.1% | +40.5% |
| All | +89.9% | +70.6% | +19.4% | +62.1% |
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