+524.1%
FAST vs SEDG
+103.5%
+420.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.2% | -0.9% |
| 7D | +1.8% | +3.6% | -1.8% | +1.5% |
| 30D | -6.4% | +9.3% | -15.8% | -7.3% |
| 3M | +5.3% | -39.1% | +44.4% | +8.4% |
| 6M | +5.4% | +1.8% | +3.6% | +2.0% |
| YTD | +23.6% | +22.0% | +1.5% | +16.9% |
| 1Y | +4.1% | +17.2% | -13.1% | -2.4% |
| 3Y | +92.4% | -76.3% | +168.7% | +98.6% |
| 5Y | +106.1% | -87.2% | +193.3% | +120.4% |
| 10Y | +524.1% | +108.6% | +415.5% | +405.9% |
| All | +524.1% | +103.5% | +420.6% | +405.9% |
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 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