+46.2%
FE vs SEDG
-92.5%
+138.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +0.3% |
| 7D | -0.5% | -21.4% | +20.8% | +0.1% |
| 30D | +4.3% | -19.7% | +24.0% | +4.8% |
| 3M | +0.4% | -19.7% | +20.1% | +0.8% |
| 6M | +6.9% | -37.4% | +44.3% | +7.2% |
| YTD | +8.0% | -10.4% | +18.4% | +6.3% |
| 1Y | +4.8% | -43.0% | +47.8% | +4.8% |
| 3Y | +49.0% | -63.6% | +112.6% | +50.7% |
| 5Y | +46.2% | -92.5% | +138.7% | +66.0% |
| All | +46.2% | -92.5% | +138.7% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling