+162.8%
FTNT vs SEDG
-87.2%
+250.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.9% | -1.1% |
| 7D | -0.1% | +1.4% | -1.5% | -0.3% |
| 30D | -3.0% | +8.3% | -11.3% | -4.0% |
| 3M | +7.6% | -40.7% | +48.2% | +12.3% |
| 6M | +87.0% | -3.9% | +90.9% | +81.8% |
| YTD | +96.5% | +20.2% | +76.3% | +84.1% |
| 1Y | +92.9% | +17.6% | +75.3% | +78.5% |
| 3Y | +139.8% | -76.6% | +216.5% | +198.1% |
| All | +162.8% | -87.2% | +250.0% | +251.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling