-64.8%
FIS vs SEDG
-86.8%
+22.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.4% | -3.2% | +1.0% |
| 7D | -8.9% | +8.7% | -17.6% | -9.3% |
| 30D | -9.9% | +10.3% | -20.2% | -10.4% |
| 3M | 0.0% | -32.6% | +32.6% | +1.1% |
| 6M | -22.9% | -3.6% | -19.3% | -24.5% |
| YTD | -40.9% | +27.4% | -68.3% | -43.5% |
| 1Y | -40.4% | +24.9% | -65.3% | -43.5% |
| 3Y | -25.4% | -75.3% | +50.0% | -20.8% |
| 5Y | -64.8% | -86.3% | +21.5% | -62.0% |
| All | -64.8% | -86.8% | +22.0% | -62.0% |
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