+107.2%
FAST vs SEDG
-87.9%
+195.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | -0.4% | +8.9% | -9.2% | -0.9% |
| 30D | -0.8% | +0.9% | -1.7% | -0.9% |
| 3M | +5.8% | -53.2% | +59.0% | +9.7% |
| 6M | +8.0% | -9.9% | +17.8% | +6.1% |
| YTD | +25.6% | +18.5% | +7.1% | +20.5% |
| 1Y | +0.8% | +0.1% | +0.7% | -3.1% |
| 3Y | +86.1% | -78.9% | +165.0% | +100.4% |
| All | +107.2% | -87.9% | +195.1% | +128.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling