+92.5%
FTV vs SEDG
+87.3%
+5.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.5% | -7.3% | -1.4% |
| 7D | -0.4% | +12.1% | -12.5% | -1.5% |
| 30D | -8.3% | +14.7% | -23.0% | -9.7% |
| 3M | -7.4% | -43.0% | +35.6% | -3.5% |
| 6M | -1.2% | +9.0% | -10.2% | -5.7% |
| YTD | +2.7% | +26.3% | -23.6% | -4.2% |
| 1Y | +18.4% | +8.9% | +9.5% | +10.5% |
| 3Y | -2.0% | -75.5% | +73.5% | +0.7% |
| 5Y | +3.4% | -86.7% | +90.1% | +10.6% |
| 10Y | +78.5% | +110.6% | -32.1% | +33.7% |
| All | +92.5% | +87.3% | +5.2% | +43.8% |
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