+1,033.9%
FLEX vs SEDG
+118.8%
+915.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.4% | -8.5% | -4.9% |
| 7D | +0.1% | +8.7% | -8.6% | -1.5% |
| 30D | -11.8% | +10.3% | -22.1% | -13.7% |
| 3M | -22.6% | -32.6% | +10.1% | -17.9% |
| 6M | +77.3% | -3.6% | +80.9% | +71.2% |
| YTD | +78.8% | +27.4% | +51.4% | +61.6% |
| 1Y | +86.1% | +24.9% | +61.1% | +65.9% |
| 3Y | +446.2% | -75.3% | +521.5% | +490.6% |
| 5Y | +689.7% | -86.3% | +776.0% | +811.1% |
| All | +1,033.9% | +118.8% | +915.2% | +700.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling