-79.9%
FIG vs SEDG
+36.8%
-116.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -5.6% | +10.4% | +5.1% |
| 7D | -3.8% | +1.4% | -5.2% | -4.0% |
| 30D | -2.3% | +8.3% | -10.6% | -3.0% |
| 3M | +20.0% | -40.7% | +60.6% | +22.7% |
| 6M | -16.7% | -3.9% | -12.8% | -22.4% |
| YTD | -37.9% | +20.2% | -58.1% | -45.1% |
| 1Y | -58.5% | +17.6% | -76.1% | -64.7% |
| All | -79.9% | +36.8% | -116.7% | -84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling