+76.3%
FDX vs SEDG
-92.4%
+168.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.7% |
| 7D | -2.1% | -11.2% | +9.1% | -1.2% |
| 30D | +10.4% | -15.3% | +25.7% | +11.5% |
| 3M | +0.5% | -19.9% | +20.4% | +1.7% |
| 6M | +6.5% | -36.2% | +42.7% | +8.0% |
| YTD | +40.2% | -7.6% | +47.8% | +36.5% |
| 1Y | +52.1% | -40.3% | +92.4% | +52.9% |
| 3Y | +72.8% | -62.5% | +135.3% | +71.9% |
| 5Y | +76.3% | -92.6% | +168.8% | +105.6% |
| All | +76.3% | -92.4% | +168.6% | +105.6% |
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