-93.5%
SEDG vs STLA
-74.6%
-19.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.3% |
| 7D | -13.3% | -13.8% | +0.5% | -6.9% |
| 30D | -21.9% | -10.5% | -11.3% | -18.8% |
| 3M | -25.9% | -28.9% | +3.0% | -14.5% |
| 6M | -44.2% | -49.7% | +5.5% | -23.0% |
| YTD | -17.3% | -64.9% | +47.6% | +31.2% |
| 1Y | -34.5% | -64.0% | +29.5% | +1.2% |
| 3Y | -66.7% | -77.4% | +10.7% | -33.8% |
| All | -93.5% | -74.6% | -19.0% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling