+98.5%
FLEX vs SEDG
+3.4%
+95.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.3% |
| 7D | -0.9% | +8.9% | -9.8% | -2.3% |
| 30D | -10.1% | +0.9% | -11.0% | -10.5% |
| 3M | -31.3% | -53.2% | +21.9% | -25.0% |
| 6M | +71.3% | -9.9% | +81.1% | +73.2% |
| YTD | +81.2% | +18.5% | +62.7% | +73.2% |
| 1Y | +98.5% | +0.1% | +98.4% | +99.3% |
| All | +98.5% | +3.4% | +95.1% | +99.3% |
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