+242.9%
FSLR vs SEDG
+70.6%
+172.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.8% |
| 7D | 0.0% | +8.9% | -8.9% | -2.8% |
| 30D | -13.7% | +0.9% | -14.5% | -14.4% |
| 3M | -35.1% | -53.2% | +18.2% | -19.9% |
| 6M | +3.6% | -9.9% | +13.5% | -1.5% |
| YTD | -21.7% | +18.5% | -40.3% | -33.8% |
| 1Y | +1.3% | +0.1% | +1.2% | -12.4% |
| 3Y | +9.7% | -78.9% | +88.6% | +30.3% |
| 5Y | +117.4% | -88.0% | +205.4% | +199.0% |
| 10Y | +435.5% | +97.5% | +338.0% | +214.9% |
| All | +242.9% | +70.6% | +172.3% | +117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling