+288.5%
STLD vs SEDG
-86.8%
+375.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -1.9% |
| 7D | -3.6% | +8.7% | -12.4% | -4.4% |
| 30D | -10.1% | +10.3% | -20.4% | -11.1% |
| 3M | -11.4% | -32.6% | +21.2% | -9.4% |
| 6M | +30.8% | -3.6% | +34.4% | +27.4% |
| YTD | +40.7% | +27.4% | +13.3% | +32.3% |
| 1Y | +80.8% | +24.9% | +55.9% | +68.5% |
| 3Y | +140.2% | -75.3% | +215.5% | +167.6% |
| 5Y | +288.5% | -86.3% | +374.8% | +330.6% |
| All | +288.5% | -86.8% | +375.3% | +330.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling