+744.4%
FICO vs SEDG
+38.0%
+706.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.7% |
| 7D | -0.1% | -8.4% | +8.4% | +0.7% |
| 30D | +8.4% | -14.1% | +22.5% | +10.0% |
| 3M | -30.5% | -12.9% | -17.6% | -29.9% |
| 6M | -35.7% | -33.0% | -2.7% | -35.4% |
| YTD | -57.2% | -4.1% | -53.1% | -59.9% |
| 1Y | -58.4% | -30.9% | -27.6% | -59.5% |
| 3Y | -24.8% | -60.7% | +35.9% | -29.4% |
| 5Y | +79.3% | -92.1% | +171.4% | +112.5% |
| 10Y | +531.6% | +97.6% | +434.1% | +365.2% |
| All | +744.4% | +38.0% | +706.4% | +514.7% |
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