-9.3%
FLUT vs SEDG
+106.4%
-115.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.6% | +7.5% | +2.3% |
| 7D | +0.4% | +1.4% | -1.0% | +0.3% |
| 30D | +2.5% | +8.3% | -5.8% | +1.8% |
| 3M | -9.2% | -40.7% | +31.4% | -6.7% |
| 6M | -8.2% | -3.9% | -4.3% | -10.3% |
| YTD | -53.2% | +20.2% | -73.4% | -55.3% |
| 1Y | -65.6% | +17.6% | -83.2% | -67.2% |
| 3Y | -43.6% | -76.6% | +33.0% | -41.6% |
| 5Y | -50.3% | -87.1% | +36.8% | -46.9% |
| All | -9.3% | +106.4% | -115.7% | -18.8% |
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