+262.1%
STT vs SEDG
+70.6%
+191.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +0.5% | +8.9% | -8.4% | -0.4% |
| 30D | +3.9% | +0.9% | +3.0% | +3.5% |
| 3M | +20.0% | -53.2% | +73.2% | +27.6% |
| 6M | +55.3% | -9.9% | +65.2% | +51.6% |
| YTD | +53.3% | +18.5% | +34.8% | +44.4% |
| 1Y | +74.7% | +0.1% | +74.6% | +65.4% |
| 3Y | +205.8% | -78.9% | +284.7% | +220.3% |
| 5Y | +145.0% | -88.0% | +233.0% | +165.1% |
| 10Y | +266.0% | +97.5% | +168.5% | +168.4% |
| All | +262.1% | +70.6% | +191.5% | +164.7% |
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