+224.6%
FROG vs SEDG
-76.7%
+301.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.0% |
| 7D | -4.8% | +3.6% | -8.4% | -5.2% |
| 30D | -0.9% | +9.3% | -10.3% | -2.0% |
| 3M | +7.5% | -39.1% | +46.5% | +11.5% |
| 6M | +107.0% | +1.8% | +105.2% | +102.1% |
| YTD | +39.8% | +22.0% | +17.8% | +32.6% |
| 1Y | +74.8% | +17.2% | +57.6% | +65.0% |
| All | +224.6% | -76.7% | +301.4% | +283.5% |
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