+49.0%
FE vs SEDG
-63.2%
+112.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +0.2% |
| 7D | -0.5% | -21.4% | +20.8% | -0.3% |
| 30D | +4.3% | -19.7% | +24.0% | +4.5% |
| 3M | +0.4% | -19.7% | +20.1% | +0.5% |
| 6M | +6.9% | -37.4% | +44.3% | +6.9% |
| YTD | +8.0% | -10.4% | +18.4% | +7.0% |
| 1Y | +4.8% | -43.0% | +47.8% | +4.6% |
| 3Y | +49.0% | -63.6% | +112.6% | +49.0% |
| All | +49.0% | -63.2% | +112.2% | +49.0% |
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 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