+15.5%
STZ vs SEDG
+84.0%
-68.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.9% | +9.3% | +1.0% |
| 7D | 0.0% | -7.3% | +7.3% | +0.5% |
| 30D | +14.7% | -25.3% | +40.0% | +16.8% |
| 3M | +8.8% | -24.1% | +32.9% | +10.4% |
| 6M | +3.1% | -39.9% | +43.0% | +4.3% |
| YTD | +7.9% | -15.8% | +23.7% | +4.5% |
| 1Y | +14.2% | -42.9% | +57.0% | +14.1% |
| 3Y | -35.2% | -65.9% | +30.7% | -37.1% |
| 5Y | -29.6% | -93.3% | +63.7% | -21.6% |
| All | +15.5% | +84.0% | -68.5% | -15.2% |
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 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