+24.1%
FISV vs SEDG
+75.6%
-51.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -4.1% |
| 7D | -6.4% | +3.6% | -10.0% | -6.7% |
| 30D | -6.8% | +9.3% | -16.2% | -7.6% |
| 3M | -10.0% | -39.1% | +29.1% | -7.7% |
| 6M | -20.6% | +1.8% | -22.4% | -23.0% |
| YTD | -27.6% | +22.0% | -49.6% | -31.2% |
| 1Y | -64.3% | +17.2% | -81.5% | -66.3% |
| 3Y | -60.0% | -76.3% | +16.4% | -58.7% |
| 5Y | -57.7% | -87.2% | +29.5% | -55.0% |
| 10Y | -3.0% | +108.6% | -111.6% | -23.4% |
| All | +24.1% | +75.6% | -51.6% | -3.0% |
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 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