+92.6%
FAST vs SEDG
-77.6%
+170.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | -0.4% | +8.9% | -9.2% | -0.7% |
| 30D | -0.8% | +0.9% | -1.7% | -0.9% |
| 3M | +5.8% | -53.2% | +59.0% | +8.2% |
| 6M | +8.0% | -9.9% | +17.8% | +6.7% |
| YTD | +25.6% | +18.5% | +7.1% | +22.2% |
| 1Y | +0.8% | +0.1% | +0.7% | -1.8% |
| All | +92.6% | -77.6% | +170.2% | +95.5% |
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