-26.8%
FLUT vs SEDG
+80.7%
-107.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.9% |
| 7D | -0.7% | -13.3% | +12.6% | +0.2% |
| 30D | +9.3% | -21.9% | +31.1% | +10.8% |
| 3M | -17.5% | -25.9% | +8.4% | -16.2% |
| 6M | -14.6% | -44.2% | +29.6% | -12.9% |
| YTD | -62.3% | -17.3% | -44.9% | -63.1% |
| 1Y | -59.6% | -34.5% | -25.1% | -59.9% |
| 3Y | -45.3% | -66.7% | +21.4% | -45.8% |
| 5Y | -50.4% | -93.4% | +43.0% | -44.7% |
| All | -26.8% | +80.7% | -107.5% | -35.2% |
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 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