+461.8%
STM vs SEDG
+84.0%
+377.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.9% | +9.4% | +2.5% |
| 7D | +16.3% | -7.3% | +23.6% | +18.1% |
| 30D | -6.3% | -25.3% | +19.1% | 0.0% |
| 3M | -14.1% | -24.1% | +10.0% | -9.3% |
| 6M | -19.6% | -39.9% | +20.3% | -12.6% |
| YTD | +80.1% | -15.8% | +95.9% | +76.7% |
| 1Y | +95.4% | -42.9% | +138.2% | +107.1% |
| 3Y | +14.7% | -65.9% | +80.5% | +14.2% |
| 5Y | -5.4% | -93.3% | +87.9% | +32.6% |
| All | +461.8% | +84.0% | +377.8% | +351.5% |
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