-34.9%
VST vs SEDG
-5.0%
-29.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -8.7% | -5.1% | -12.7% |
| 7D | -15.7% | +1.8% | -17.5% | -15.7% |
| 30D | -17.0% | -12.7% | -4.3% | -15.6% |
| 3M | -15.9% | -38.4% | +22.6% | -12.3% |
| 6M | -25.0% | -27.7% | +2.7% | -22.9% |
| YTD | -25.1% | +4.1% | -29.2% | -28.3% |
| 1Y | -34.9% | -5.7% | -29.2% | -37.3% |
| All | -34.9% | -5.0% | -29.9% | -37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling