-75.5%
SEDG vs STLA
-65.4%
-10.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.1% | +9.6% | +8.0% |
| 7D | +12.1% | +0.7% | +11.4% | +11.4% |
| 30D | +14.7% | -2.4% | +17.1% | +15.6% |
| 3M | -43.0% | -23.9% | -19.2% | -34.7% |
| 6M | +9.0% | -24.6% | +33.7% | +23.0% |
| YTD | +26.3% | -50.5% | +76.8% | +73.7% |
| 1Y | +8.9% | -39.8% | +48.8% | +26.7% |
| 3Y | -75.5% | -65.6% | -9.9% | -62.4% |
| All | -75.5% | -65.4% | -10.1% | -62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling