+292.8%
STLD vs SEDG
-92.5%
+385.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.5% | +10.3% | +4.4% |
| 7D | -4.7% | -21.4% | +16.7% | -2.6% |
| 30D | -0.9% | -19.7% | +18.8% | +0.9% |
| 3M | -11.9% | -19.7% | +7.8% | -10.5% |
| 6M | +0.9% | -37.4% | +38.3% | +2.7% |
| YTD | +40.4% | -10.4% | +50.8% | +36.0% |
| 1Y | +56.6% | -43.0% | +99.6% | +58.1% |
| 3Y | +125.5% | -63.6% | +189.1% | +129.1% |
| 5Y | +292.8% | -92.5% | +385.3% | +374.7% |
| All | +292.8% | -92.5% | +385.3% | +374.7% |
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 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