-44.6%
FLUT vs SEDG
-75.7%
+31.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.0% | -0.8% |
| 7D | -3.6% | +8.7% | -12.3% | -3.9% |
| 30D | -0.3% | +10.3% | -10.7% | -0.8% |
| 3M | -12.6% | -32.6% | +20.0% | -11.7% |
| 6M | -8.0% | -3.6% | -4.4% | -9.4% |
| YTD | -54.1% | +27.4% | -81.5% | -55.6% |
| 1Y | -66.1% | +24.9% | -91.0% | -67.1% |
| All | -44.6% | -75.7% | +31.1% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling