+101.7%
FICO vs SEDG
-87.2%
+188.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | -0.3% |
| 7D | -15.4% | +12.1% | -27.6% | -16.1% |
| 30D | -10.4% | +14.7% | -25.1% | -11.3% |
| 3M | -22.7% | -43.0% | +20.3% | -20.4% |
| 6M | -36.8% | +9.0% | -45.8% | -39.5% |
| YTD | -44.8% | +26.3% | -71.1% | -48.4% |
| 1Y | -39.3% | +8.9% | -48.3% | -43.1% |
| 3Y | +3.7% | -75.5% | +79.3% | +19.0% |
| 5Y | +101.7% | -86.7% | +188.4% | +144.0% |
| All | +101.7% | -87.2% | +188.9% | +144.0% |
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