-24.1%
FICO vs SEDG
-63.6%
+39.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -0.5% |
| 7D | -0.9% | -8.5% | +7.5% | -0.8% |
| 30D | +3.3% | -17.0% | +20.4% | +3.7% |
| 3M | -31.7% | -15.8% | -15.9% | -31.6% |
| 6M | -34.0% | -32.3% | -1.7% | -34.2% |
| YTD | -58.3% | -4.6% | -53.7% | -59.4% |
| 1Y | -57.9% | -29.2% | -28.7% | -58.5% |
| 3Y | -24.1% | -61.7% | +37.6% | -24.5% |
| All | -24.1% | -63.6% | +39.6% | -24.5% |
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