+185.9%
FDX vs SEDG
+70.6%
+115.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.7% | -0.7% |
| 7D | -2.5% | +8.9% | -11.4% | -3.4% |
| 30D | +3.8% | +0.9% | +2.9% | +3.5% |
| 3M | -1.3% | -53.2% | +51.9% | +5.0% |
| 6M | +5.0% | -9.9% | +14.9% | +2.9% |
| YTD | +39.6% | +18.5% | +21.1% | +32.1% |
| 1Y | +81.1% | +0.1% | +81.0% | +72.0% |
| 3Y | +63.0% | -78.9% | +141.9% | +70.6% |
| 5Y | +65.6% | -88.0% | +153.6% | +78.1% |
| 10Y | +183.4% | +97.5% | +85.9% | +105.7% |
| All | +185.9% | +70.6% | +115.3% | +105.2% |
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