+7,301.3%
STRL vs SEDG
+103.5%
+7,197.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.9% |
| 7D | +8.2% | +3.6% | +4.6% | +7.6% |
| 30D | -6.3% | +9.3% | -15.6% | -7.7% |
| 3M | -41.2% | -39.1% | -2.1% | -37.5% |
| 6M | +20.4% | +1.8% | +18.6% | +18.0% |
| YTD | +61.7% | +22.0% | +39.6% | +53.9% |
| 1Y | +72.7% | +17.2% | +55.5% | +64.6% |
| 3Y | +530.9% | -76.3% | +607.3% | +593.5% |
| 5Y | +2,125.4% | -87.2% | +2,212.6% | +2,479.6% |
| 10Y | +7,301.3% | +108.6% | +7,192.8% | +6,813.9% |
| All | +7,301.3% | +103.5% | +7,197.8% | +6,813.9% |
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