+109.1%
FN vs SEDG
-65.3%
+174.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.9% | +4.8% | -2.8% |
| 7D | +20.8% | -7.3% | +28.1% | +22.3% |
| 30D | -17.3% | -25.3% | +8.0% | -13.6% |
| 3M | -38.1% | -24.1% | -14.0% | -35.8% |
| 6M | -44.2% | -39.9% | -4.3% | -40.8% |
| YTD | -22.3% | -15.8% | -6.5% | -21.7% |
| 1Y | -20.9% | -42.9% | +21.9% | -17.0% |
| All | +109.1% | -65.3% | +174.4% | +117.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling