-61.9%
FCEL vs SEDG
-77.1%
+15.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.6% | +7.6% | +4.4% |
| 7D | +6.3% | +1.4% | +4.9% | +5.7% |
| 30D | -26.7% | +8.3% | -35.0% | -30.0% |
| 3M | -10.2% | -40.7% | +30.5% | +10.0% |
| 6M | +123.5% | -3.9% | +127.4% | +115.7% |
| YTD | +117.4% | +20.2% | +97.2% | +87.1% |
| 1Y | +146.0% | +17.6% | +128.4% | +109.1% |
| 3Y | -61.9% | -76.6% | +14.7% | -34.4% |
| All | -61.9% | -77.1% | +15.2% | -34.4% |
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 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