-40.6%
FIS vs SEDG
+106.4%
-147.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.6% |
| 7D | -7.9% | +1.4% | -9.3% | -8.0% |
| 30D | -8.0% | +8.3% | -16.3% | -8.6% |
| 3M | +0.6% | -40.7% | +41.3% | +3.3% |
| 6M | -22.2% | -3.9% | -18.3% | -24.3% |
| YTD | -40.8% | +20.2% | -61.0% | -43.9% |
| 1Y | -41.5% | +17.6% | -59.1% | -45.1% |
| 3Y | -25.5% | -76.6% | +51.1% | -23.1% |
| 5Y | -64.8% | -87.1% | +22.3% | -62.7% |
| All | -40.6% | +106.4% | -147.0% | -54.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling