+289.3%
FN vs SEDG
-87.9%
+377.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +2.0% | +3.0% |
| 7D | -1.7% | +8.9% | -10.6% | -3.0% |
| 30D | -22.0% | +0.9% | -22.9% | -22.4% |
| 3M | -43.0% | -53.2% | +10.2% | -36.8% |
| 6M | -27.7% | -9.9% | -17.9% | -28.6% |
| YTD | -10.5% | +18.5% | -29.1% | -15.3% |
| 1Y | +12.5% | +0.1% | +12.4% | +8.0% |
| 3Y | +153.8% | -78.9% | +232.7% | +193.7% |
| All | +289.3% | -87.9% | +377.2% | +352.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling