+725.7%
FLEX vs SEDG
-87.1%
+812.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.9% |
| 7D | +6.4% | +3.6% | +2.7% | +5.8% |
| 30D | -5.9% | +9.3% | -15.2% | -7.4% |
| 3M | -23.5% | -39.1% | +15.6% | -18.4% |
| 6M | +83.7% | +1.8% | +81.9% | +77.9% |
| YTD | +86.5% | +22.0% | +64.4% | +73.9% |
| 1Y | +100.5% | +17.2% | +83.3% | +85.8% |
| 3Y | +469.8% | -76.3% | +546.2% | +551.9% |
| 5Y | +725.7% | -87.2% | +812.9% | +912.2% |
| All | +725.7% | -87.1% | +812.8% | +912.2% |
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