-70.8%
FIS vs SEDG
-93.5%
+22.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.3% |
| 7D | +2.8% | -13.3% | +16.1% | +3.6% |
| 30D | -16.7% | -21.9% | +5.1% | -15.6% |
| 3M | -32.3% | -25.9% | -6.4% | -31.3% |
| 6M | -29.1% | -44.2% | +15.2% | -28.0% |
| YTD | -54.1% | -17.3% | -36.8% | -55.3% |
| 1Y | -53.7% | -34.5% | -19.2% | -54.2% |
| 3Y | -38.8% | -66.7% | +27.9% | -38.6% |
| All | -70.8% | -93.5% | +22.7% | -65.4% |
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 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