-23.8%
FIS vs SEDG
+70.6%
-94.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.0% |
| 7D | +1.1% | +8.9% | -7.8% | +0.5% |
| 30D | -2.2% | +0.9% | -3.1% | -2.4% |
| 3M | +2.1% | -53.2% | +55.4% | +6.7% |
| 6M | -14.7% | -9.9% | -4.8% | -16.5% |
| YTD | -35.7% | +18.5% | -54.2% | -38.9% |
| 1Y | -37.1% | +0.1% | -37.2% | -40.0% |
| 3Y | -20.0% | -78.9% | +58.9% | -17.3% |
| 5Y | -62.1% | -88.0% | +25.9% | -60.0% |
| 10Y | -37.4% | +97.5% | -134.8% | -52.2% |
| All | -23.8% | +70.6% | -94.4% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling