+142.7%
FFIV vs SEDG
-75.9%
+218.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.5% | -6.7% | -0.6% |
| 7D | -1.5% | +12.1% | -13.7% | -2.2% |
| 30D | -2.7% | +14.7% | -17.4% | -3.5% |
| 3M | -1.7% | -43.0% | +41.4% | +0.7% |
| 6M | +36.1% | +9.0% | +27.1% | +33.3% |
| YTD | +52.6% | +26.3% | +26.4% | +47.9% |
| 1Y | +21.5% | +8.9% | +12.6% | +17.9% |
| 3Y | +142.7% | -75.5% | +218.2% | +147.3% |
| All | +142.7% | -75.9% | +218.5% | +147.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling