+143.4%
STLD vs SEDG
-75.9%
+219.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.5% | -7.2% | -1.1% |
| 7D | +2.7% | +12.1% | -9.5% | +1.9% |
| 30D | -8.4% | +14.7% | -23.1% | -9.3% |
| 3M | -9.9% | -43.0% | +33.2% | -7.3% |
| 6M | +33.0% | +9.0% | +24.0% | +29.5% |
| YTD | +42.6% | +26.3% | +16.3% | +37.0% |
| 1Y | +80.8% | +8.9% | +71.8% | +74.1% |
| 3Y | +143.4% | -75.5% | +218.9% | +175.8% |
| All | +143.4% | -75.9% | +219.3% | +175.8% |
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