+247.9%
FFIV vs SEDG
+70.6%
+177.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -1.0% | +8.9% | -9.8% | -1.8% |
| 30D | -5.1% | +0.9% | -6.0% | -5.3% |
| 3M | -4.5% | -53.2% | +48.8% | +1.4% |
| 6M | +36.5% | -9.9% | +46.3% | +33.8% |
| YTD | +53.0% | +18.5% | +34.4% | +45.2% |
| 1Y | +24.2% | +0.1% | +24.1% | +18.4% |
| 3Y | +137.2% | -78.9% | +216.1% | +148.2% |
| 5Y | +91.8% | -88.0% | +179.8% | +107.2% |
| 10Y | +215.2% | +97.5% | +117.7% | +150.9% |
| All | +247.9% | +70.6% | +177.3% | +169.2% |
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