+202.2%
FTI vs SEDG
+75.6%
+126.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.1% |
| 7D | -2.3% | +3.6% | -6.0% | -2.8% |
| 30D | +5.0% | +9.3% | -4.3% | +3.8% |
| 3M | +13.8% | -39.1% | +52.9% | +18.4% |
| 6M | +22.9% | +1.8% | +21.1% | +17.9% |
| YTD | +75.0% | +22.0% | +52.9% | +63.2% |
| 1Y | +96.9% | +17.2% | +79.7% | +81.2% |
| 3Y | +276.7% | -76.3% | +353.1% | +287.7% |
| 5Y | +1,157.0% | -87.2% | +1,244.3% | +1,255.9% |
| 10Y | +310.7% | +108.6% | +202.1% | +176.9% |
| All | +202.2% | +75.6% | +126.6% | +114.2% |
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