+21.1%
STM vs SEDG
-87.1%
+108.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.1% |
| 7D | +1.7% | +3.6% | -2.0% | +0.8% |
| 30D | -5.2% | +9.3% | -14.5% | -7.3% |
| 3M | -29.6% | -39.1% | +9.5% | -23.0% |
| 6M | +54.4% | +1.8% | +52.6% | +48.2% |
| YTD | +99.5% | +22.0% | +77.5% | +83.0% |
| 1Y | +100.8% | +17.2% | +83.5% | +80.8% |
| 3Y | +20.2% | -76.3% | +96.5% | +39.1% |
| 5Y | +21.1% | -87.2% | +108.4% | +54.6% |
| All | +21.1% | -87.1% | +108.3% | +54.6% |
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