-38.6%
FICO vs SEDG
+3.4%
-42.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.2% | -17.9% | -16.7% |
| 7D | -19.2% | +8.9% | -28.1% | -19.1% |
| 30D | -14.6% | +0.9% | -15.5% | -14.6% |
| 3M | -20.1% | -53.2% | +33.1% | -19.6% |
| 6M | -36.3% | -9.9% | -26.5% | -37.6% |
| YTD | -44.9% | +18.5% | -63.4% | -47.5% |
| 1Y | -38.6% | +0.1% | -38.7% | -40.4% |
| All | -38.6% | +3.4% | -42.0% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling