+452.1%
FLEX vs SEDG
-92.6%
+544.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +3.3% |
| 7D | +2.2% | -11.2% | +13.4% | +4.3% |
| 30D | -32.6% | -15.3% | -17.4% | -30.8% |
| 3M | -35.5% | -19.9% | -15.6% | -33.5% |
| 6M | -45.6% | -36.2% | -9.4% | -42.6% |
| YTD | +30.7% | -7.6% | +38.3% | +27.0% |
| 1Y | +28.4% | -40.3% | +68.7% | +32.9% |
| 3Y | +301.7% | -62.5% | +364.2% | +311.5% |
| All | +452.1% | -92.6% | +544.7% | +697.9% |
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