-25.1%
VST vs SEDG
-41.4%
+16.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.3% |
| 7D | +10.9% | -11.2% | +22.1% | +12.8% |
| 30D | -15.6% | -15.3% | -0.3% | -13.6% |
| 3M | -7.8% | -19.9% | +12.2% | -5.2% |
| 6M | -12.0% | -36.2% | +24.2% | -7.7% |
| YTD | -16.9% | -7.6% | -9.4% | -21.4% |
| 1Y | -25.1% | -40.3% | +15.3% | -22.2% |
| All | -25.1% | -41.4% | +16.3% | -22.2% |
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