+3,667.9%
STRL vs SEDG
+80.7%
+3,587.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.2% | -2.8% |
| 7D | +15.7% | -13.3% | +29.0% | +18.2% |
| 30D | -35.5% | -21.9% | -13.6% | -32.8% |
| 3M | -47.1% | -25.9% | -21.3% | -44.7% |
| 6M | -65.8% | -44.2% | -21.5% | -63.2% |
| YTD | -4.5% | -17.3% | +12.8% | -3.6% |
| 1Y | -10.5% | -34.5% | +24.0% | -6.9% |
| 3Y | +340.6% | -66.7% | +407.3% | +358.2% |
| 5Y | +911.0% | -93.4% | +1,004.4% | +1,208.3% |
| All | +3,667.9% | +80.7% | +3,587.2% | +3,527.6% |
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