+76.0%
SEDG vs FLR
+9.4%
+66.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.8% | +5.7% | +6.3% |
| 7D | +12.1% | +0.7% | +11.5% | +11.9% |
| 30D | +14.7% | -0.7% | +15.4% | +14.8% |
| 3M | -43.0% | +14.3% | -57.4% | -45.2% |
| 6M | +9.0% | +25.6% | -16.6% | +1.3% |
| YTD | +26.3% | +42.9% | -16.6% | +13.3% |
| 1Y | +8.9% | +38.7% | -29.8% | -0.9% |
| 3Y | -75.5% | +61.8% | -137.3% | -78.9% |
| 5Y | -86.7% | +254.1% | -340.8% | -90.5% |
| 10Y | +110.6% | +20.0% | +90.5% | +75.7% |
| All | +76.0% | +9.4% | +66.6% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling