+105.4%
FSLR vs SEDG
-87.1%
+192.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.3% | -1.4% | -3.7% |
| 7D | +0.2% | +3.6% | -3.4% | -0.9% |
| 30D | -15.1% | +9.3% | -24.5% | -17.9% |
| 3M | -22.5% | -39.1% | +16.5% | -12.2% |
| 6M | +4.0% | +1.8% | +2.2% | -5.2% |
| YTD | -22.3% | +22.0% | -44.3% | -35.2% |
| 1Y | 0.0% | +17.2% | -17.2% | -18.4% |
| 3Y | +10.9% | -76.3% | +87.2% | +42.8% |
| 5Y | +105.4% | -87.2% | +192.6% | +220.3% |
| All | +105.4% | -87.1% | +192.5% | +220.3% |
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 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