+655.9%
STM vs SEDG
+106.4%
+549.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.2% | +2.8% |
| 7D | -1.4% | +1.4% | -2.8% | -1.9% |
| 30D | -4.9% | +8.3% | -13.2% | -7.1% |
| 3M | -34.0% | -40.7% | +6.7% | -27.1% |
| 6M | +51.8% | -3.9% | +55.7% | +46.7% |
| YTD | +99.4% | +20.2% | +79.2% | +81.1% |
| 1Y | +99.1% | +17.6% | +81.5% | +76.6% |
| 3Y | +19.5% | -76.6% | +96.1% | +31.0% |
| 5Y | +19.5% | -87.1% | +106.6% | +42.5% |
| All | +655.9% | +106.4% | +549.4% | +464.0% |
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