+17.3%
SEDG vs STLA
-30.6%
+48.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -6.1% | -2.8% | -6.3% |
| 7D | -7.3% | -13.1% | +5.8% | -1.3% |
| 30D | -25.3% | -13.3% | -12.1% | -21.5% |
| 3M | -24.1% | -27.9% | +3.7% | -14.1% |
| 6M | -39.9% | -47.8% | +7.9% | -20.8% |
| YTD | -15.8% | -64.6% | +48.7% | +26.0% |
| 1Y | -42.9% | -64.0% | +21.1% | -15.7% |
| 3Y | -65.9% | -76.8% | +11.0% | -38.8% |
| 5Y | -93.3% | -74.2% | -19.1% | -88.9% |
| 10Y | +81.9% | -5.4% | +87.3% | +66.8% |
| All | +17.3% | -30.6% | +48.0% | +15.3% |
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