+3,786.6%
STRL vs SEDG
+84.0%
+3,702.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.9% | +8.2% | +0.6% |
| 7D | +23.4% | -7.3% | +30.7% | +24.8% |
| 30D | -39.5% | -25.3% | -14.2% | -36.6% |
| 3M | -45.1% | -24.1% | -20.9% | -42.8% |
| 6M | -64.6% | -39.9% | -24.7% | -62.3% |
| YTD | -1.5% | -15.8% | +14.3% | -0.8% |
| 1Y | -20.8% | -42.9% | +22.1% | -16.1% |
| 3Y | +353.1% | -65.9% | +419.0% | +369.3% |
| 5Y | +942.9% | -93.3% | +1,036.2% | +1,245.6% |
| All | +3,786.6% | +84.0% | +3,702.6% | +3,631.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling