+1,376.8%
STX vs SEDG
-76.7%
+1,453.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.7% |
| 7D | +9.6% | +3.6% | +6.0% | +9.2% |
| 30D | +10.6% | +9.3% | +1.3% | +9.3% |
| 3M | +4.8% | -39.1% | +43.9% | +9.7% |
| 6M | +137.3% | +1.8% | +135.5% | +135.3% |
| YTD | +222.5% | +22.0% | +200.4% | +213.0% |
| 1Y | +366.2% | +17.2% | +349.0% | +352.8% |
| All | +1,376.8% | -76.7% | +1,453.6% | +1,406.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling