+533.3%
FAST vs SEDG
+80.7%
+452.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.5% |
| 7D | +4.2% | -13.3% | +17.5% | +5.3% |
| 30D | +6.7% | -21.9% | +28.5% | +8.4% |
| 3M | +8.0% | -25.9% | +33.9% | +10.0% |
| 6M | +27.4% | -44.2% | +71.7% | +30.1% |
| YTD | +40.5% | -17.3% | +57.8% | +36.5% |
| 1Y | +38.4% | -34.5% | +72.9% | +37.0% |
| 3Y | +98.7% | -66.7% | +165.4% | +93.9% |
| 5Y | +106.7% | -93.4% | +200.1% | +135.4% |
| All | +533.3% | +80.7% | +452.7% | +429.6% |
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