-42.2%
FIS vs SEDG
+17.9%
-60.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | -1.1% |
| 7D | -9.0% | +1.4% | -10.4% | -8.9% |
| 30D | -9.0% | +8.3% | -17.3% | -8.8% |
| 3M | -0.5% | -40.7% | +40.1% | -1.3% |
| 6M | -23.1% | -3.9% | -19.2% | -24.0% |
| YTD | -41.5% | +20.2% | -61.7% | -43.1% |
| 1Y | -42.2% | +17.6% | -59.8% | -43.4% |
| All | -42.2% | +17.9% | -60.1% | -43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling