+1,142.3%
VST vs SEDG
+94.7%
+1,047.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.4% |
| 7D | +10.9% | -11.2% | +22.1% | +12.3% |
| 30D | -15.6% | -15.3% | -0.3% | -14.1% |
| 3M | -7.8% | -19.9% | +12.2% | -5.8% |
| 6M | -12.0% | -36.2% | +24.2% | -9.5% |
| YTD | -16.9% | -7.6% | -9.4% | -18.9% |
| 1Y | -25.1% | -40.3% | +15.3% | -23.9% |
| 3Y | +297.1% | -62.5% | +359.6% | +288.4% |
| 5Y | +641.9% | -92.6% | +734.5% | +734.3% |
| 10Y | +1,142.3% | +99.8% | +1,042.5% | +836.5% |
| All | +1,142.3% | +94.7% | +1,047.6% | +836.5% |
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