+125.5%
STLD vs SEDG
-63.2%
+188.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.5% | +10.3% | +4.2% |
| 7D | -4.7% | -21.4% | +16.7% | -3.2% |
| 30D | -0.9% | -19.7% | +18.8% | +0.4% |
| 3M | -11.9% | -19.7% | +7.8% | -10.9% |
| 6M | +0.9% | -37.4% | +38.3% | +2.3% |
| YTD | +40.4% | -10.4% | +50.8% | +37.7% |
| 1Y | +56.6% | -43.0% | +99.6% | +57.7% |
| 3Y | +125.5% | -63.6% | +189.1% | +129.7% |
| All | +125.5% | -63.2% | +188.7% | +129.7% |
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