+194.0%
STT vs SEDG
+80.7%
+113.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | +4.8% | -13.3% | +18.1% | +6.2% |
| 30D | +3.9% | -21.9% | +25.8% | +6.2% |
| 3M | -8.2% | -25.9% | +17.7% | -6.1% |
| 6M | +15.6% | -44.2% | +59.8% | +19.0% |
| YTD | +37.6% | -17.3% | +55.0% | +33.6% |
| 1Y | +50.1% | -34.5% | +84.6% | +49.1% |
| 3Y | +183.1% | -66.7% | +249.8% | +177.0% |
| 5Y | +104.8% | -93.4% | +198.3% | +140.0% |
| All | +194.0% | +80.7% | +113.3% | +128.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling