-90.7%
FCEL vs SEDG
-86.8%
-3.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.4% | -10.3% | -8.1% |
| 7D | +6.3% | +8.7% | -2.5% | +2.1% |
| 30D | -18.8% | +10.3% | -29.1% | -23.9% |
| 3M | -3.8% | -32.6% | +28.8% | +14.2% |
| 6M | +121.1% | -3.6% | +124.7% | +107.2% |
| YTD | +113.3% | +27.4% | +85.9% | +68.3% |
| 1Y | +173.5% | +24.9% | +148.6% | +110.3% |
| 3Y | -63.9% | -75.3% | +11.4% | -40.5% |
| 5Y | -90.7% | -86.3% | -4.4% | -78.4% |
| All | -90.7% | -86.8% | -3.9% | -78.4% |
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