+1,232.7%
VST vs SEDG
+109.0%
+1,123.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.1% |
| 7D | +5.3% | +3.6% | +1.7% | +5.0% |
| 30D | +5.8% | +9.3% | -3.6% | +4.7% |
| 3M | +3.5% | -39.1% | +42.6% | +7.3% |
| 6M | -7.4% | +1.8% | -9.2% | -9.8% |
| YTD | -6.1% | +22.0% | -28.1% | -10.7% |
| 1Y | -21.6% | +17.2% | -38.8% | -25.7% |
| 3Y | +357.2% | -76.3% | +433.5% | +369.0% |
| 5Y | +777.0% | -87.2% | +864.3% | +831.9% |
| All | +1,232.7% | +109.0% | +1,123.8% | +889.3% |
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 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