-28.9%
FICO vs SEDG
-65.9%
+37.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.4% |
| 7D | +2.2% | -13.3% | +15.5% | +2.5% |
| 30D | +0.1% | -21.9% | +21.9% | +0.5% |
| 3M | -35.2% | -25.9% | -9.3% | -34.9% |
| 6M | -32.4% | -44.2% | +11.9% | -32.3% |
| YTD | -57.4% | -17.3% | -40.1% | -58.4% |
| 1Y | -58.5% | -34.5% | -24.0% | -59.1% |
| 3Y | -28.9% | -66.7% | +37.8% | -29.3% |
| All | -28.9% | -65.9% | +37.1% | -29.3% |
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