+33.6%
SEDG vs STLA
-20.6%
+54.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -8.4% | -6.4% | -2.1% | -6.0% |
| 30D | -14.1% | -1.3% | -12.8% | -14.7% |
| 3M | -12.9% | -19.9% | +7.0% | -5.9% |
| 6M | -33.0% | -42.9% | +9.9% | -15.3% |
| YTD | -4.1% | -59.4% | +55.3% | +35.1% |
| 1Y | -30.9% | -56.8% | +26.0% | -6.1% |
| 3Y | -60.7% | -73.1% | +12.4% | -34.1% |
| 5Y | -92.1% | -70.1% | -22.0% | -87.7% |
| 10Y | +97.6% | +19.8% | +77.8% | +63.9% |
| All | +33.6% | -20.6% | +54.2% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling