+296.7%
VST vs SEDG
-65.9%
+362.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.9% |
| 7D | +6.6% | -13.3% | +19.9% | +8.0% |
| 30D | -12.4% | -21.9% | +9.5% | -10.3% |
| 3M | -9.0% | -25.9% | +16.9% | -6.6% |
| 6M | -6.4% | -44.2% | +37.8% | -2.7% |
| YTD | -17.2% | -17.3% | +0.1% | -17.5% |
| 1Y | -22.0% | -34.5% | +12.5% | -21.0% |
| 3Y | +296.7% | -66.7% | +363.4% | +278.4% |
| All | +296.7% | -65.9% | +362.6% | +278.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling