+62.9%
FDX vs SEDG
-87.1%
+150.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.8% | -1.3% |
| 7D | -2.3% | +3.6% | -5.9% | -2.6% |
| 30D | -4.9% | +9.3% | -14.2% | -5.7% |
| 3M | -6.5% | -39.1% | +32.6% | -3.8% |
| 6M | +6.7% | +1.8% | +4.9% | +4.1% |
| YTD | +33.9% | +22.0% | +11.8% | +28.1% |
| 1Y | +72.2% | +17.2% | +55.0% | +63.6% |
| 3Y | +60.2% | -76.3% | +136.6% | +69.1% |
| 5Y | +62.9% | -87.2% | +150.2% | +79.6% |
| All | +62.9% | -87.1% | +150.0% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling