+1.7%
FSLR vs SEDG
+18.8%
-17.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.4% | -2.4% | +1.0% |
| 7D | -0.1% | +8.7% | -8.8% | -2.0% |
| 30D | -14.0% | +10.3% | -24.3% | -16.1% |
| 3M | -16.9% | -32.6% | +15.7% | -11.1% |
| 6M | +4.7% | -3.6% | +8.3% | +2.3% |
| YTD | -20.7% | +27.4% | -48.1% | -28.8% |
| 1Y | +1.7% | +24.9% | -23.3% | -6.3% |
| All | +1.7% | +18.8% | -17.1% | -6.3% |
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 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