-79.1%
FIG vs SEDG
+34.9%
-114.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.5% | -4.4% |
| 7D | -16.3% | +8.9% | -25.2% | -16.8% |
| 30D | -14.3% | +0.9% | -15.2% | -14.4% |
| 3M | +7.2% | -53.2% | +60.4% | +12.5% |
| 6M | -18.6% | -9.9% | -8.8% | -23.6% |
| YTD | -35.5% | +18.5% | -54.0% | -42.8% |
| 1Y | -55.8% | +0.1% | -55.9% | -60.6% |
| All | -79.1% | +34.9% | -114.0% | -83.7% |
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