-80.8%
FIG vs SEDG
+45.0%
-125.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | +0.3% |
| 7D | -12.2% | +8.7% | -20.9% | -12.7% |
| 30D | -11.0% | +10.3% | -21.3% | -11.6% |
| 3M | +11.9% | -32.6% | +44.5% | +13.1% |
| 6M | -21.9% | -3.6% | -18.3% | -26.9% |
| YTD | -40.8% | +27.4% | -68.1% | -47.8% |
| 1Y | -56.6% | +24.9% | -81.6% | -63.2% |
| All | -80.8% | +45.0% | -125.8% | -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 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