+547.9%
FAST vs SEDG
+70.6%
+477.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | -0.4% | +8.9% | -9.2% | -1.1% |
| 30D | -0.8% | +0.9% | -1.7% | -1.0% |
| 3M | +5.8% | -53.2% | +59.0% | +11.3% |
| 6M | +8.0% | -9.9% | +17.8% | +5.6% |
| YTD | +25.6% | +18.5% | +7.1% | +19.1% |
| 1Y | +0.8% | +0.1% | +0.7% | -4.2% |
| 3Y | +86.1% | -78.9% | +165.0% | +93.3% |
| 5Y | +100.2% | -88.0% | +188.2% | +114.0% |
| 10Y | +494.2% | +97.5% | +396.7% | +338.7% |
| All | +547.9% | +70.6% | +477.3% | +382.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling