+86.3%
FOXA vs SEDG
-11.7%
+98.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.9% |
| 7D | -5.4% | +3.6% | -9.0% | -5.7% |
| 30D | +1.1% | +9.3% | -8.2% | +0.3% |
| 3M | -6.1% | -39.1% | +33.0% | -3.7% |
| 6M | +8.2% | +1.8% | +6.4% | +5.1% |
| YTD | -11.8% | +22.0% | -33.8% | -16.2% |
| 1Y | +9.9% | +17.2% | -7.3% | +3.5% |
| 3Y | +110.7% | -76.3% | +187.1% | +118.5% |
| 5Y | +86.9% | -87.2% | +174.2% | +99.7% |
| All | +86.3% | -11.7% | +98.0% | +36.0% |
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