+215.5%
FROG vs SEDG
-93.5%
+309.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.0% |
| 7D | +12.5% | -13.3% | +25.8% | +15.1% |
| 30D | +23.5% | -21.9% | +45.4% | +28.7% |
| 3M | +19.4% | -25.9% | +45.3% | +24.9% |
| 6M | +77.0% | -44.2% | +121.2% | +87.9% |
| YTD | +81.9% | -17.3% | +99.2% | +75.8% |
| 1Y | +90.7% | -34.5% | +125.2% | +91.1% |
| 3Y | +328.5% | -66.7% | +395.2% | +353.7% |
| All | +215.5% | -93.5% | +309.0% | +432.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling