+7.1%
FXI vs SEDG
+75.6%
-68.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.1% | -0.9% |
| 7D | -2.8% | +3.6% | -6.4% | -3.2% |
| 30D | -5.3% | +9.3% | -14.6% | -6.5% |
| 3M | +0.3% | -39.1% | +39.4% | +4.3% |
| 6M | -4.6% | +1.8% | -6.4% | -8.6% |
| YTD | -9.1% | +22.0% | -31.1% | -15.5% |
| 1Y | -12.0% | +17.2% | -29.2% | -19.0% |
| 3Y | +38.6% | -76.3% | +115.0% | +41.3% |
| 5Y | -6.6% | -87.2% | +80.7% | -0.4% |
| 10Y | +15.0% | +108.6% | -93.6% | -21.0% |
| All | +7.1% | +75.6% | -68.5% | -29.9% |
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 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