+65.2%
SEDG vs STLA
-0.1%
+65.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.6% |
| 7D | +8.9% | +2.6% | +6.3% | +7.5% |
| 30D | +0.9% | -1.2% | +2.1% | +1.3% |
| 3M | -53.2% | -24.8% | -28.5% | -46.6% |
| 6M | -9.9% | -25.6% | +15.7% | +1.7% |
| YTD | +18.5% | -48.9% | +67.5% | +53.8% |
| 1Y | +0.1% | -38.8% | +38.9% | +17.0% |
| 3Y | -78.9% | -64.5% | -14.3% | -68.0% |
| 5Y | -88.0% | -62.4% | -25.6% | -82.9% |
| 10Y | +97.5% | +55.4% | +42.1% | +48.2% |
| All | +65.2% | -0.1% | +65.3% | +40.7% |
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 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