-6.7%
FTV vs SEDG
-75.7%
+69.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -2.6% |
| 7D | -5.2% | +8.7% | -13.9% | -5.7% |
| 30D | -11.5% | +10.3% | -21.8% | -12.1% |
| 3M | -9.0% | -32.6% | +23.6% | -7.7% |
| 6M | -2.0% | -3.6% | +1.5% | -4.0% |
| YTD | -0.9% | +27.4% | -28.3% | -5.3% |
| 1Y | +14.8% | +24.9% | -10.1% | +8.7% |
| All | -6.7% | -75.7% | +69.1% | -4.2% |
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 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