+3,476.8%
STX vs SEDG
+118.8%
+3,358.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.4% | -7.0% | -3.2% |
| 7D | +8.0% | +8.7% | -0.7% | +6.8% |
| 30D | +5.1% | +10.3% | -5.2% | +3.5% |
| 3M | +5.8% | -32.6% | +38.4% | +10.1% |
| 6M | +124.9% | -3.6% | +128.5% | +121.4% |
| YTD | +213.9% | +27.4% | +186.5% | +196.5% |
| 1Y | +350.4% | +24.9% | +325.5% | +322.8% |
| 3Y | +1,314.2% | -75.3% | +1,389.5% | +1,382.6% |
| 5Y | +1,092.8% | -86.3% | +1,179.1% | +1,199.7% |
| All | +3,476.8% | +118.8% | +3,358.1% | +2,333.6% |
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