+117.8%
FFIV vs SEDG
+80.7%
+37.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.5% |
| 7D | -0.5% | -13.3% | +12.8% | +0.8% |
| 30D | -32.4% | -21.9% | -10.5% | -30.7% |
| 3M | -25.7% | -25.9% | +0.2% | -23.6% |
| 6M | -13.5% | -44.2% | +30.7% | -10.3% |
| YTD | +21.1% | -17.3% | +38.4% | +18.7% |
| 1Y | +29.4% | -34.5% | +63.9% | +29.6% |
| 3Y | +94.9% | -66.7% | +161.6% | +92.8% |
| 5Y | +34.7% | -93.4% | +128.1% | +58.1% |
| All | +117.8% | +80.7% | +37.1% | +77.5% |
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