+366.4%
FERG vs SEDG
+75.6%
+290.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +2.0% | -1.1% |
| 7D | +0.9% | +3.6% | -2.7% | +0.6% |
| 30D | -15.1% | +9.3% | -24.4% | -15.7% |
| 3M | -4.8% | -39.1% | +34.2% | -2.5% |
| 6M | -2.5% | +1.8% | -4.2% | -4.6% |
| YTD | +1.8% | +22.0% | -20.2% | -2.0% |
| 1Y | -0.3% | +17.2% | -17.5% | -4.3% |
| 3Y | +52.9% | -76.3% | +129.3% | +50.4% |
| 5Y | +69.3% | -87.2% | +156.5% | +69.9% |
| 10Y | +352.7% | +108.6% | +244.1% | +349.7% |
| All | +366.4% | +75.6% | +290.7% | +353.8% |
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