+93.7%
FAST vs SEDG
-63.6%
+157.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | 0.0% |
| 7D | +2.1% | -8.5% | +10.5% | +2.3% |
| 30D | +6.9% | -17.0% | +23.9% | +7.5% |
| 3M | +4.8% | -15.8% | +20.6% | +5.2% |
| 6M | +19.8% | -32.3% | +52.0% | +19.9% |
| YTD | +34.9% | -4.6% | +39.5% | +31.9% |
| 1Y | +32.8% | -29.2% | +62.0% | +31.4% |
| 3Y | +93.7% | -61.7% | +155.4% | +88.2% |
| All | +93.7% | -63.6% | +157.4% | +88.2% |
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