+1,083.1%
VST vs SEDG
+64.2%
+1,019.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.8% | +7.3% |
| 7D | -0.5% | -8.4% | +7.9% | +0.5% |
| 30D | -17.1% | -14.1% | -2.9% | -15.7% |
| 3M | -4.6% | -12.9% | +8.3% | -3.4% |
| 6M | -9.1% | -33.0% | +24.0% | -7.0% |
| YTD | -16.6% | -4.1% | -12.5% | -18.8% |
| 1Y | -29.5% | -30.9% | +1.4% | -29.4% |
| 3Y | +297.5% | -60.7% | +358.2% | +287.0% |
| 5Y | +654.5% | -92.1% | +746.7% | +740.6% |
| 10Y | +1,205.2% | +97.6% | +1,107.7% | +939.0% |
| All | +1,083.1% | +64.2% | +1,019.0% | +799.0% |
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