+156.6%
STT vs SEDG
-87.2%
+243.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +1.5% |
| 7D | -0.4% | +1.4% | -1.8% | -0.6% |
| 30D | +1.7% | +8.3% | -6.6% | +0.9% |
| 3M | +17.9% | -40.7% | +58.6% | +21.6% |
| 6M | +55.3% | -3.9% | +59.2% | +51.5% |
| YTD | +52.7% | +20.2% | +32.4% | +45.1% |
| 1Y | +75.7% | +17.6% | +58.1% | +65.8% |
| 3Y | +197.9% | -76.6% | +274.5% | +221.6% |
| All | +156.6% | -87.2% | +243.8% | +188.8% |
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