+65.3%
FCUV vs SEDG
-45.0%
+110.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.3% | -3.7% | -9.0% |
| 7D | -63.8% | +3.6% | -67.4% | -60.4% |
| 30D | -14.7% | +9.3% | -24.0% | -3.3% |
| 3M | +65.3% | -39.1% | +104.4% | +32.8% |
| All | +65.3% | -45.0% | +110.3% | +32.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling