+1,002.6%
VST vs SEDG
+63.3%
+939.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +5.0% | +5.6% | +10.0% |
| 7D | -9.8% | -8.5% | -1.4% | -8.9% |
| 30D | -25.1% | -17.0% | -8.1% | -23.7% |
| 3M | -11.6% | -15.8% | +4.2% | -10.2% |
| 6M | -20.9% | -32.3% | +11.3% | -19.2% |
| YTD | -22.3% | -4.6% | -17.7% | -24.3% |
| 1Y | -32.0% | -29.2% | -2.8% | -32.1% |
| 3Y | +262.4% | -61.7% | +324.1% | +253.8% |
| 5Y | +563.4% | -92.0% | +655.4% | +638.0% |
| 10Y | +1,120.7% | +100.8% | +1,019.9% | +878.8% |
| All | +1,002.6% | +63.3% | +939.3% | +738.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling