+6,652.2%
STRL vs SEDG
+33.0%
+6,619.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.8% | +4.5% |
| 7D | +7.1% | -11.2% | +18.3% | +9.0% |
| 30D | -39.4% | -15.3% | -24.1% | -37.8% |
| 3M | -43.0% | -19.9% | -23.0% | -41.3% |
| 6M | -65.0% | -36.2% | -28.8% | -63.3% |
| YTD | -0.8% | -7.6% | +6.8% | -1.3% |
| 1Y | -20.3% | -40.3% | +20.0% | -16.6% |
| 3Y | +356.5% | -62.5% | +419.0% | +363.1% |
| 5Y | +952.8% | -92.6% | +1,045.4% | +1,175.7% |
| 10Y | +3,877.1% | +99.8% | +3,777.3% | +3,725.7% |
| All | +6,652.2% | +33.0% | +6,619.2% | +6,244.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling