+81.0%
FROG vs SEDG
+3.4%
+77.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.4% |
| 7D | -11.3% | +8.9% | -20.2% | -12.0% |
| 30D | +3.6% | +0.9% | +2.8% | +3.4% |
| 3M | +1.7% | -53.2% | +54.9% | +6.3% |
| 6M | +123.5% | -9.9% | +133.4% | +124.0% |
| YTD | +40.2% | +18.5% | +21.7% | +37.2% |
| 1Y | +81.0% | +0.1% | +80.9% | +84.2% |
| All | +81.0% | +3.4% | +77.6% | +84.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling