+2.0%
FISV vs SEDG
+106.4%
-104.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -5.6% | +11.0% | +5.8% |
| 7D | -2.7% | +1.4% | -4.1% | -2.8% |
| 30D | 0.0% | +8.3% | -8.3% | -0.7% |
| 3M | -2.8% | -40.7% | +37.9% | -0.1% |
| 6M | -11.8% | -3.9% | -7.9% | -14.1% |
| YTD | -23.2% | +20.2% | -43.4% | -27.1% |
| 1Y | -62.0% | +17.6% | -79.6% | -64.2% |
| 3Y | -57.6% | -76.6% | +19.0% | -55.7% |
| 5Y | -53.4% | -87.1% | +33.7% | -49.9% |
| All | +2.0% | +106.4% | -104.5% | -19.5% |
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