+68.5%
STRL vs SEDG
+3.4%
+65.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.2% | +4.6% | +5.4% |
| 7D | +3.4% | +8.9% | -5.5% | +0.8% |
| 30D | -9.2% | +0.9% | -10.1% | -9.9% |
| 3M | -51.0% | -53.2% | +2.2% | -40.7% |
| 6M | +15.8% | -9.9% | +25.6% | +13.7% |
| YTD | +58.9% | +18.5% | +40.3% | +42.1% |
| 1Y | +68.5% | +0.1% | +68.4% | +64.7% |
| All | +68.5% | +3.4% | +65.1% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 1y: compounded portfolio wealth divided by compounded SEDG 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…
1y analysis · Full analysis span regression · 6 months rolling