+1.1%
STZ vs SEDG
+96.5%
-95.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.0% | -6.8% | -2.2% |
| 7D | +4.9% | -8.5% | +13.4% | +5.4% |
| 30D | +20.9% | -17.0% | +37.9% | +22.2% |
| 3M | +8.0% | -15.8% | +23.8% | +8.8% |
| 6M | -5.3% | -32.3% | +27.0% | -5.0% |
| YTD | +5.9% | -4.6% | +10.6% | +1.7% |
| 1Y | +14.2% | -29.2% | +43.5% | +12.2% |
| 3Y | -37.0% | -61.7% | +24.7% | -39.3% |
| 5Y | -29.7% | -92.0% | +62.3% | -22.8% |
| All | +1.1% | +96.5% | -95.4% | -28.6% |
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