-29.8%
STZ vs SEDG
-93.5%
+63.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.8% |
| 7D | +2.6% | -13.3% | +15.9% | +3.2% |
| 30D | +15.2% | -21.9% | +37.0% | +16.2% |
| 3M | +7.6% | -25.9% | +33.5% | +8.7% |
| 6M | +5.3% | -44.2% | +49.5% | +6.2% |
| YTD | +8.6% | -17.3% | +26.0% | +6.1% |
| 1Y | +15.6% | -34.5% | +50.1% | +14.3% |
| 3Y | -35.2% | -66.7% | +31.5% | -36.6% |
| All | -29.8% | -93.5% | +63.7% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling