+13.2%
FSLR vs SEDG
-76.7%
+90.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.3% | -1.4% | -3.8% |
| 7D | +0.2% | +3.6% | -3.4% | -0.7% |
| 30D | -15.1% | +9.3% | -24.5% | -17.5% |
| 3M | -22.5% | -39.1% | +16.5% | -13.5% |
| 6M | +4.0% | +1.8% | +2.2% | -3.4% |
| YTD | -22.3% | +22.0% | -44.3% | -33.1% |
| 1Y | 0.0% | +17.2% | -17.2% | -15.3% |
| All | +13.2% | -76.7% | +90.0% | +46.0% |
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