-80.9%
FIG vs SEDG
+38.9%
-119.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | +0.1% | -3.1% |
| 7D | -14.5% | +3.6% | -18.1% | -14.7% |
| 30D | -13.3% | +9.3% | -22.6% | -13.9% |
| 3M | +7.4% | -39.1% | +46.5% | +9.7% |
| 6M | -27.8% | +1.8% | -29.6% | -33.4% |
| YTD | -41.1% | +22.0% | -63.1% | -47.9% |
| 1Y | -58.7% | +17.2% | -75.9% | -64.7% |
| All | -80.9% | +38.9% | -119.8% | -85.1% |
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