+38.4%
FAST vs SEDG
-43.4%
+81.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.6% |
| 7D | +4.2% | -13.3% | +17.5% | +4.2% |
| 30D | +6.7% | -21.9% | +28.5% | +6.8% |
| 3M | +8.0% | -25.9% | +33.9% | +8.1% |
| 6M | +27.4% | -44.2% | +71.7% | +26.9% |
| YTD | +40.5% | -17.3% | +57.8% | +34.7% |
| 1Y | +38.4% | -34.5% | +72.9% | +35.9% |
| All | +38.4% | -43.4% | +81.8% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling