+1,972.8%
STX vs SEDG
+80.7%
+1,892.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.8% |
| 7D | +14.6% | -13.3% | +27.9% | +16.8% |
| 30D | -26.0% | -21.9% | -4.1% | -23.5% |
| 3M | -42.6% | -25.9% | -16.7% | -40.6% |
| 6M | -35.3% | -44.2% | +9.0% | -31.2% |
| YTD | +92.5% | -17.3% | +109.8% | +91.9% |
| 1Y | +102.4% | -34.5% | +136.9% | +107.1% |
| 3Y | +673.8% | -66.7% | +740.5% | +680.1% |
| 5Y | +463.1% | -93.4% | +556.5% | +579.5% |
| All | +1,972.8% | +80.7% | +1,892.2% | +1,286.9% |
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 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