+182.1%
FSLY vs SEDG
+3.4%
+178.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.6% |
| 7D | -10.6% | +8.9% | -19.5% | -11.4% |
| 30D | -20.9% | +0.9% | -21.8% | -21.0% |
| 3M | +3.4% | -53.2% | +56.7% | +9.3% |
| 6M | +2.7% | -9.9% | +12.6% | +4.7% |
| YTD | +102.3% | +18.5% | +83.7% | +99.7% |
| 1Y | +182.1% | +0.1% | +181.9% | +184.2% |
| All | +182.1% | +3.4% | +178.6% | +184.2% |
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