+322.3%
FITB vs SEDG
+81.7%
+240.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.5% | -7.2% | -1.4% |
| 7D | +2.8% | +12.1% | -9.3% | +1.5% |
| 30D | -4.5% | +14.7% | -19.2% | -6.2% |
| 3M | +5.7% | -43.0% | +48.7% | +10.7% |
| 6M | +17.1% | +9.0% | +8.1% | +11.4% |
| YTD | +18.3% | +26.3% | -7.9% | +9.7% |
| 1Y | +23.9% | +8.9% | +15.0% | +15.1% |
| 3Y | +131.1% | -75.5% | +206.6% | +139.6% |
| 5Y | +71.1% | -86.7% | +157.8% | +84.1% |
| 10Y | +283.9% | +110.6% | +173.3% | +179.7% |
| All | +322.3% | +81.7% | +240.6% | +202.9% |
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