+706.3%
FLEX vs SEDG
+19.0%
+687.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.7% |
| 7D | +7.5% | -13.3% | +20.8% | +10.2% |
| 30D | -25.3% | -21.9% | -3.4% | -21.9% |
| 3M | -39.7% | -25.9% | -13.8% | -36.8% |
| 6M | -47.9% | -44.2% | -3.6% | -43.6% |
| YTD | +24.1% | -17.3% | +41.4% | +21.5% |
| 1Y | +26.0% | -34.5% | +60.5% | +28.2% |
| 3Y | +282.7% | -66.7% | +349.4% | +279.4% |
| 5Y | +424.2% | -93.4% | +517.6% | +580.7% |
| 10Y | +613.8% | +78.7% | +535.1% | +431.9% |
| All | +706.3% | +19.0% | +687.4% | +510.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling