+122.7%
FE vs SEDG
+94.7%
+28.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | 0.0% |
| 7D | -0.4% | -11.2% | +10.8% | +0.1% |
| 30D | +3.6% | -15.3% | +18.9% | +4.2% |
| 3M | +0.3% | -19.9% | +20.3% | +1.0% |
| 6M | +6.4% | -36.2% | +42.6% | +7.0% |
| YTD | +8.1% | -7.6% | +15.7% | +5.8% |
| 1Y | +4.6% | -40.3% | +44.9% | +4.5% |
| 3Y | +49.1% | -62.5% | +111.6% | +47.2% |
| 5Y | +46.1% | -92.6% | +138.7% | +58.6% |
| 10Y | +122.7% | +99.8% | +22.9% | +96.0% |
| All | +122.7% | +94.7% | +28.0% | +96.0% |
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