+539.9%
STRL vs SEDG
-75.9%
+615.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.5% | -3.3% | +2.4% |
| 7D | +10.1% | +12.1% | -2.0% | +8.5% |
| 30D | -8.2% | +14.7% | -22.9% | -9.9% |
| 3M | -43.7% | -43.0% | -0.7% | -40.3% |
| 6M | +27.1% | +9.0% | +18.1% | +25.7% |
| YTD | +64.0% | +26.3% | +37.7% | +59.9% |
| 1Y | +75.2% | +8.9% | +66.2% | +72.9% |
| 3Y | +539.9% | -75.5% | +615.4% | +749.0% |
| All | +539.9% | -75.9% | +615.8% | +749.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling