+92.4%
FOXA vs SEDG
-13.0%
+105.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +1.6% |
| 7D | +0.8% | +1.4% | -0.6% | +0.7% |
| 30D | +5.0% | +8.3% | -3.3% | +4.3% |
| 3M | -3.0% | -40.7% | +37.6% | -0.3% |
| 6M | +14.8% | -3.9% | +18.7% | +12.0% |
| YTD | -8.9% | +20.2% | -29.1% | -13.4% |
| 1Y | +13.3% | +17.6% | -4.3% | +6.6% |
| 3Y | +115.4% | -76.6% | +192.0% | +123.5% |
| 5Y | +95.3% | -87.1% | +182.4% | +108.1% |
| All | +92.4% | -13.0% | +105.4% | +40.5% |
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