+123.4%
FE vs SEDG
+80.7%
+42.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.2% |
| 7D | +1.2% | -13.3% | +14.5% | +1.8% |
| 30D | +4.5% | -21.9% | +26.4% | +5.5% |
| 3M | +1.3% | -25.9% | +27.2% | +2.3% |
| 6M | +8.7% | -44.2% | +52.9% | +9.9% |
| YTD | +9.2% | -17.3% | +26.5% | +7.3% |
| 1Y | +7.0% | -34.5% | +41.5% | +6.3% |
| 3Y | +51.4% | -66.7% | +118.1% | +50.2% |
| 5Y | +47.7% | -93.4% | +141.1% | +61.2% |
| All | +123.4% | +80.7% | +42.7% | +96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling