+343.4%
FCX vs SEDG
+81.7%
+261.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.5% | -1.2% | +4.1% |
| 7D | +5.7% | +12.1% | -6.4% | +3.4% |
| 30D | +10.1% | +14.7% | -4.6% | +6.7% |
| 3M | +20.2% | -43.0% | +63.2% | +31.1% |
| 6M | +29.7% | +9.0% | +20.6% | +19.4% |
| YTD | +51.9% | +26.3% | +25.7% | +34.1% |
| 1Y | +66.0% | +8.9% | +57.0% | +46.9% |
| 3Y | +102.7% | -75.5% | +178.3% | +113.1% |
| 5Y | +138.9% | -86.7% | +225.6% | +173.0% |
| 10Y | +701.1% | +110.6% | +590.5% | +306.8% |
| All | +343.4% | +81.7% | +261.7% | +150.9% |
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 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