+264.3%
STT vs SEDG
+106.4%
+157.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +1.7% |
| 7D | -0.4% | +1.4% | -1.8% | -0.7% |
| 30D | +1.7% | +8.3% | -6.6% | +0.7% |
| 3M | +17.9% | -40.7% | +58.6% | +22.5% |
| 6M | +55.3% | -3.9% | +59.2% | +50.6% |
| YTD | +52.7% | +20.2% | +32.4% | +43.5% |
| 1Y | +75.7% | +17.6% | +58.1% | +63.4% |
| 3Y | +197.9% | -76.6% | +274.5% | +210.4% |
| 5Y | +158.8% | -87.1% | +245.9% | +179.8% |
| All | +264.3% | +106.4% | +157.9% | +183.1% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling