-3.2%
FSLY vs SEDG
-75.7%
+72.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.7% |
| 7D | +7.5% | +8.7% | -1.2% | +6.1% |
| 30D | -21.1% | +10.3% | -31.4% | -22.5% |
| 3M | +21.8% | -32.6% | +54.4% | +26.9% |
| 6M | -0.1% | -3.6% | +3.4% | -3.3% |
| YTD | +123.1% | +27.4% | +95.7% | +102.5% |
| 1Y | +208.6% | +24.9% | +183.6% | +175.2% |
| All | -3.2% | -75.7% | +72.5% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling