+139.8%
FTNT vs SEDG
-77.1%
+216.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.9% | -1.5% |
| 7D | -0.1% | +1.4% | -1.5% | -0.2% |
| 30D | -3.0% | +8.3% | -11.3% | -3.4% |
| 3M | +7.6% | -40.7% | +48.2% | +9.7% |
| 6M | +87.0% | -3.9% | +90.9% | +85.4% |
| YTD | +96.5% | +20.2% | +76.3% | +91.8% |
| 1Y | +92.9% | +17.6% | +75.3% | +87.7% |
| 3Y | +139.8% | -76.6% | +216.5% | +189.9% |
| All | +139.8% | -77.1% | +216.9% | +189.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling