+48.7%
FE vs SEDG
-77.3%
+126.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.6% |
| 7D | +1.9% | +8.9% | -6.9% | +1.9% |
| 30D | -1.2% | +0.9% | -2.0% | -1.2% |
| 3M | +3.5% | -53.2% | +56.7% | +4.2% |
| 6M | -6.1% | -9.9% | +3.8% | -6.6% |
| YTD | +7.6% | +18.5% | -10.9% | +6.2% |
| 1Y | +11.9% | +0.1% | +11.8% | +10.6% |
| All | +48.7% | -77.3% | +126.1% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling