+21.1%
STM vs SEDG
-75.9%
+97.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.5% | -7.0% | -1.7% |
| 7D | +5.2% | +12.1% | -6.9% | +2.9% |
| 30D | -7.4% | +14.7% | -22.1% | -10.0% |
| 3M | -30.6% | -43.0% | +12.4% | -24.1% |
| 6M | +66.4% | +9.0% | +57.3% | +59.7% |
| YTD | +101.1% | +26.3% | +74.9% | +87.0% |
| 1Y | +97.4% | +8.9% | +88.4% | +84.2% |
| 3Y | +21.1% | -75.5% | +96.7% | +36.4% |
| All | +21.1% | -75.9% | +97.0% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling