+50.0%
FANG vs SEDG
-77.1%
+127.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | +0.1% |
| 7D | +2.9% | +1.4% | +1.5% | +2.8% |
| 30D | +2.6% | +8.3% | -5.7% | +2.1% |
| 3M | +7.6% | -40.7% | +48.2% | +9.8% |
| 6M | +17.3% | -3.9% | +21.2% | +15.3% |
| YTD | +38.7% | +20.2% | +18.5% | +33.6% |
| 1Y | +51.6% | +17.6% | +34.0% | +44.9% |
| 3Y | +50.0% | -76.6% | +126.6% | +49.0% |
| All | +50.0% | -77.1% | +127.1% | +49.0% |
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