+530.1%
SMTC vs SEDG
+106.4%
+423.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -5.6% | +10.7% | +6.3% |
| 7D | +13.1% | +1.4% | +11.7% | +12.6% |
| 30D | +19.5% | +8.3% | +11.1% | +17.1% |
| 3M | +2.2% | -40.7% | +42.9% | +12.9% |
| 6M | +94.9% | -3.9% | +98.8% | +88.6% |
| YTD | +127.0% | +20.2% | +106.7% | +107.2% |
| 1Y | +174.6% | +17.6% | +157.0% | +147.1% |
| 3Y | +615.9% | -76.6% | +692.5% | +697.6% |
| 5Y | +125.6% | -87.1% | +212.7% | +173.1% |
| All | +530.1% | +106.4% | +423.7% | +387.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling