+351.3%
FERG vs SEDG
+106.4%
+244.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +1.1% |
| 7D | -2.6% | +1.4% | -4.0% | -2.7% |
| 30D | -8.9% | +8.3% | -17.2% | -9.6% |
| 3M | -2.0% | -40.7% | +38.6% | +0.9% |
| 6M | -3.2% | -3.9% | +0.7% | -5.2% |
| YTD | +1.5% | +20.2% | -18.7% | -2.8% |
| 1Y | +0.5% | +17.6% | -17.1% | -4.3% |
| 3Y | +50.4% | -76.6% | +127.0% | +48.6% |
| 5Y | +68.7% | -87.1% | +155.8% | +70.9% |
| All | +351.3% | +106.4% | +244.9% | +351.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling