+187.5%
FSLR vs SEDG
+19.0%
+168.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | -14.8% | -13.3% | -1.5% | -10.9% |
| 30D | -4.3% | -21.9% | +17.6% | +2.4% |
| 3M | -23.4% | -25.9% | +2.5% | -17.0% |
| 6M | -26.9% | -44.2% | +17.3% | -17.8% |
| YTD | -34.4% | -17.3% | -17.1% | -38.4% |
| 1Y | -33.2% | -34.5% | +1.3% | -32.4% |
| 3Y | +28.1% | -66.7% | +94.8% | +29.1% |
| 5Y | +54.5% | -93.4% | +147.9% | +155.2% |
| 10Y | +434.6% | +78.7% | +355.9% | +231.5% |
| All | +187.5% | +19.0% | +168.5% | +102.3% |
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 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