+112.2%
SEDG vs STLA
+51.6%
+60.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | +8.7% | -3.8% | +12.6% | +10.6% |
| 30D | +10.3% | -3.1% | +13.4% | +11.7% |
| 3M | -32.6% | -19.6% | -13.0% | -25.4% |
| 6M | -3.6% | -23.5% | +19.9% | +7.5% |
| YTD | +27.4% | -51.5% | +78.9% | +70.0% |
| 1Y | +24.9% | -39.7% | +64.6% | +46.7% |
| 3Y | -75.3% | -66.3% | -9.0% | -61.4% |
| 5Y | -86.3% | -63.1% | -23.2% | -80.1% |
| All | +112.2% | +51.6% | +60.5% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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