+100.2%
SEDG vs FLR
+19.7%
+80.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -6.0% |
| 7D | +1.4% | -3.5% | +4.9% | +2.3% |
| 30D | +8.3% | +4.2% | +4.1% | +7.1% |
| 3M | -40.7% | +8.1% | -48.7% | -42.0% |
| 6M | -3.9% | +21.5% | -25.4% | -9.5% |
| YTD | +20.2% | +36.8% | -16.6% | +9.8% |
| 1Y | +17.6% | +31.2% | -13.6% | +9.1% |
| 3Y | -76.6% | +53.9% | -130.5% | -79.4% |
| 5Y | -87.1% | +243.0% | -330.1% | -90.3% |
| All | +100.2% | +19.7% | +80.5% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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