+156.0%
STT vs SEDG
-86.8%
+242.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -0.6% |
| 7D | -1.4% | +8.7% | -10.1% | -2.0% |
| 30D | +2.2% | +10.3% | -8.1% | +1.2% |
| 3M | +18.8% | -32.6% | +51.4% | +21.3% |
| 6M | +57.9% | -3.6% | +61.5% | +54.1% |
| YTD | +51.0% | +27.4% | +23.6% | +42.9% |
| 1Y | +77.1% | +24.9% | +52.2% | +66.4% |
| 3Y | +199.8% | -75.3% | +275.1% | +222.5% |
| 5Y | +156.0% | -86.3% | +242.3% | +185.9% |
| All | +156.0% | -86.8% | +242.7% | +185.9% |
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 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