+612.2%
FCX vs SEDG
+106.4%
+505.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | +0.9% |
| 7D | -2.3% | +1.4% | -3.7% | -2.6% |
| 30D | +2.7% | +8.3% | -5.6% | +0.7% |
| 3M | +7.4% | -40.7% | +48.0% | +15.7% |
| 6M | +16.0% | -3.9% | +19.9% | +10.0% |
| YTD | +40.9% | +20.2% | +20.7% | +26.2% |
| 1Y | +56.4% | +17.6% | +38.8% | +37.0% |
| 3Y | +84.2% | -76.6% | +160.8% | +96.8% |
| 5Y | +114.6% | -87.1% | +201.7% | +148.0% |
| All | +612.2% | +106.4% | +505.8% | +388.0% |
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