-28.5%
VST vs SEDG
-33.5%
+5.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.8% | +7.2% |
| 7D | -0.5% | -8.4% | +7.9% | +0.9% |
| 30D | -17.1% | -14.1% | -2.9% | -15.3% |
| 3M | -4.6% | -12.9% | +8.3% | -2.9% |
| 6M | -9.1% | -33.0% | +24.0% | -5.3% |
| YTD | -16.6% | -4.1% | -12.5% | -21.7% |
| All | -28.5% | -33.5% | +5.0% | -25.9% |
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