+184.2%
FDX vs SEDG
+21.1%
+163.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.9% | +7.9% | -0.2% |
| 7D | +0.8% | -7.3% | +8.1% | +1.5% |
| 30D | +9.9% | -25.3% | +35.2% | +12.7% |
| 3M | -1.9% | -24.1% | +22.2% | +0.1% |
| 6M | +6.1% | -39.9% | +46.0% | +8.6% |
| YTD | +38.8% | -15.8% | +54.6% | +35.1% |
| 1Y | +50.0% | -42.9% | +92.8% | +51.6% |
| 3Y | +71.0% | -65.9% | +136.9% | +67.1% |
| 5Y | +72.5% | -93.3% | +165.8% | +97.6% |
| 10Y | +153.1% | +81.9% | +71.2% | +84.5% |
| All | +184.2% | +21.1% | +163.0% | +109.9% |
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