+693.0%
FN vs SEDG
+80.7%
+612.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.8% | -5.5% | -7.0% |
| 7D | +0.3% | -13.3% | +13.6% | +2.7% |
| 30D | -16.5% | -21.9% | +5.3% | -12.9% |
| 3M | -42.1% | -25.9% | -16.2% | -39.4% |
| 6M | -52.9% | -44.2% | -8.6% | -49.3% |
| YTD | -28.0% | -17.3% | -10.6% | -28.4% |
| 1Y | -18.5% | -34.5% | +16.0% | -16.2% |
| 3Y | +93.9% | -66.7% | +160.6% | +96.4% |
| 5Y | +170.5% | -93.4% | +263.9% | +246.1% |
| All | +693.0% | +80.7% | +612.3% | +444.5% |
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