-3.5%
FSLY vs SEDG
-36.6%
+33.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.6% | +7.6% | +3.3% |
| 7D | +12.5% | +1.4% | +11.1% | +11.9% |
| 30D | -18.8% | +8.3% | -27.1% | -20.8% |
| 3M | +22.7% | -40.7% | +63.3% | +34.5% |
| 6M | -3.7% | -3.9% | +0.2% | -9.3% |
| YTD | +127.5% | +20.2% | +107.3% | +96.4% |
| 1Y | +193.5% | +17.6% | +175.9% | +146.5% |
| 3Y | -1.3% | -76.6% | +75.3% | +10.8% |
| 5Y | -47.3% | -87.1% | +39.7% | -30.8% |
| All | -3.5% | -36.6% | +33.2% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling