+99.1%
FFIV vs SEDG
-87.1%
+186.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.3% | +7.2% | +4.1% |
| 7D | +3.5% | +3.6% | -0.2% | +3.1% |
| 30D | -1.3% | +9.3% | -10.6% | -2.2% |
| 3M | +2.4% | -39.1% | +41.5% | +5.6% |
| 6M | +41.8% | +1.8% | +40.0% | +37.9% |
| YTD | +58.5% | +22.0% | +36.5% | +51.0% |
| 1Y | +24.3% | +17.2% | +7.1% | +17.5% |
| 3Y | +152.0% | -76.3% | +228.4% | +177.1% |
| 5Y | +99.1% | -87.2% | +186.4% | +127.6% |
| All | +99.1% | -87.1% | +186.2% | +127.6% |
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