+2,072.5%
FTNT vs SEDG
+106.4%
+1,966.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.9% | -1.0% |
| 7D | -0.1% | +1.4% | -1.5% | -0.4% |
| 30D | -3.0% | +8.3% | -11.3% | -4.2% |
| 3M | +7.6% | -40.7% | +48.2% | +13.2% |
| 6M | +87.0% | -3.9% | +90.9% | +80.6% |
| YTD | +96.5% | +20.2% | +76.3% | +82.0% |
| 1Y | +92.9% | +17.6% | +75.3% | +76.0% |
| 3Y | +139.8% | -76.6% | +216.5% | +160.4% |
| 5Y | +151.3% | -87.1% | +238.4% | +193.4% |
| All | +2,072.5% | +106.4% | +1,966.0% | +1,551.9% |
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 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