+586.6%
STM vs SEDG
+70.6%
+516.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.6% |
| 7D | +5.8% | +8.9% | -3.1% | +3.9% |
| 30D | -1.0% | +0.9% | -1.9% | -1.6% |
| 3M | -33.3% | -53.2% | +20.0% | -22.8% |
| 6M | +57.4% | -9.9% | +67.2% | +54.4% |
| YTD | +102.2% | +18.5% | +83.6% | +85.6% |
| 1Y | +99.6% | +0.1% | +99.5% | +84.7% |
| 3Y | +14.5% | -78.9% | +93.4% | +26.7% |
| 5Y | +21.4% | -88.0% | +109.4% | +44.4% |
| 10Y | +695.0% | +97.5% | +597.5% | +459.6% |
| All | +586.6% | +70.6% | +516.1% | +414.4% |
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 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