-41.2%
FIS vs SEDG
+106.4%
-147.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | -0.6% |
| 7D | -9.0% | +1.4% | -10.4% | -9.1% |
| 30D | -9.0% | +8.3% | -17.3% | -9.7% |
| 3M | -0.5% | -40.7% | +40.1% | +2.1% |
| 6M | -23.1% | -3.9% | -19.2% | -25.2% |
| YTD | -41.5% | +20.2% | -61.7% | -44.6% |
| 1Y | -42.2% | +17.6% | -59.8% | -45.7% |
| 3Y | -26.3% | -76.6% | +50.3% | -24.0% |
| 5Y | -65.2% | -87.1% | +21.9% | -63.1% |
| All | -41.2% | +106.4% | -147.7% | -54.8% |
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