+509.1%
STM vs SEDG
+33.0%
+476.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +2.8% |
| 7D | +1.4% | -11.2% | +12.6% | +4.2% |
| 30D | -8.4% | -15.3% | +6.9% | -5.0% |
| 3M | -15.8% | -19.9% | +4.1% | -12.3% |
| 6M | -22.8% | -36.2% | +13.3% | -17.5% |
| YTD | +79.4% | -7.6% | +86.9% | +73.1% |
| 1Y | +97.0% | -40.3% | +137.3% | +106.6% |
| 3Y | +14.2% | -62.5% | +76.7% | +11.3% |
| 5Y | -4.5% | -92.6% | +88.1% | +25.9% |
| 10Y | +463.1% | +99.8% | +363.3% | +304.6% |
| All | +509.1% | +33.0% | +476.1% | +379.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling