+25.0%
FLEX vs SEDG
-5.0%
+30.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -8.7% | -3.6% | -10.9% |
| 7D | -17.0% | +1.8% | -18.8% | -17.0% |
| 30D | -33.8% | -12.7% | -21.2% | -32.4% |
| 3M | -39.0% | -38.4% | -0.6% | -34.9% |
| 6M | -15.9% | -27.7% | +11.8% | -10.6% |
| YTD | +27.8% | +4.1% | +23.8% | +24.2% |
| 1Y | +25.0% | -5.7% | +30.6% | +22.5% |
| All | +25.0% | -5.0% | +30.0% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling