-10.4%
FSLY vs SEDG
-33.4%
+23.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.5% | -2.1% | +2.8% |
| 7D | +3.5% | +12.1% | -8.7% | +0.6% |
| 30D | -6.4% | +14.7% | -21.1% | -9.8% |
| 3M | +10.9% | -43.0% | +53.9% | +22.8% |
| 6M | +6.7% | +9.0% | -2.3% | -2.6% |
| YTD | +111.1% | +26.3% | +84.8% | +80.4% |
| 1Y | +185.8% | +8.9% | +176.8% | +145.4% |
| 3Y | -6.6% | -75.5% | +69.0% | +4.0% |
| 5Y | -52.4% | -86.7% | +34.3% | -37.7% |
| All | -10.4% | -33.4% | +23.0% | -15.6% |
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