-20.8%
STRL vs SEDG
-46.6%
+25.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.9% | +8.2% | +2.2% |
| 7D | +23.4% | -7.3% | +30.7% | +26.3% |
| 30D | -39.5% | -25.3% | -14.2% | -33.2% |
| 3M | -45.1% | -24.1% | -20.9% | -40.3% |
| 6M | -64.6% | -39.9% | -24.7% | -60.4% |
| YTD | -1.5% | -15.8% | +14.3% | -9.2% |
| 1Y | -20.8% | -42.9% | +22.1% | -4.8% |
| All | -20.8% | -46.6% | +25.8% | -4.8% |
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