+67.7%
FERG vs SEDG
-87.2%
+154.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +1.3% |
| 7D | -2.6% | +1.4% | -4.0% | -2.8% |
| 30D | -8.9% | +8.3% | -17.2% | -9.9% |
| 3M | -2.0% | -40.7% | +38.6% | +2.1% |
| 6M | -3.2% | -3.9% | +0.7% | -6.3% |
| YTD | +1.5% | +20.2% | -18.7% | -5.0% |
| 1Y | +0.5% | +17.6% | -17.1% | -6.8% |
| 3Y | +50.4% | -76.6% | +127.0% | +58.3% |
| All | +67.7% | -87.2% | +154.9% | +88.0% |
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