-33.2%
FSLR vs SEDG
-43.4%
+10.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | -14.8% | -13.3% | -1.5% | -12.0% |
| 30D | -4.3% | -21.9% | +17.6% | +0.5% |
| 3M | -23.4% | -25.9% | +2.5% | -18.6% |
| 6M | -26.9% | -44.2% | +17.3% | -18.1% |
| YTD | -34.4% | -17.3% | -17.1% | -34.9% |
| 1Y | -33.2% | -34.5% | +1.3% | -27.4% |
| All | -33.2% | -43.4% | +10.2% | -27.4% |
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 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