-99.7%
FCEL vs SEDG
+81.7%
-181.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +6.5% | +12.3% | +16.1% |
| 7D | +4.0% | +12.1% | -8.1% | -0.9% |
| 30D | -13.1% | +14.7% | -27.8% | -18.8% |
| 3M | +14.6% | -43.0% | +57.6% | +40.8% |
| 6M | +133.7% | +9.0% | +124.6% | +112.8% |
| YTD | +143.0% | +26.3% | +116.7% | +106.0% |
| 1Y | +320.9% | +8.9% | +311.9% | +266.8% |
| 3Y | -58.9% | -75.5% | +16.6% | -48.0% |
| 5Y | -89.7% | -86.7% | -2.9% | -83.0% |
| 10Y | -99.1% | +110.6% | -209.6% | -99.0% |
| All | -99.7% | +81.7% | -181.4% | -99.6% |
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