+95.4%
STM vs SEDG
-46.6%
+141.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.9% | +9.4% | +2.7% |
| 7D | +16.3% | -7.3% | +23.6% | +18.4% |
| 30D | -6.3% | -25.3% | +19.1% | +0.8% |
| 3M | -14.1% | -24.1% | +10.0% | -8.7% |
| 6M | -19.6% | -39.9% | +20.3% | -8.4% |
| YTD | +80.1% | -15.8% | +95.9% | +90.6% |
| 1Y | +95.4% | -42.9% | +138.2% | +111.5% |
| All | +95.4% | -46.6% | +141.9% | +111.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling