+76.7%
SEDG vs FDS
+127.0%
-50.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -0.9% | -8.0% | -8.5% |
| 7D | -7.3% | -2.6% | -4.7% | -6.3% |
| 30D | -25.3% | +14.1% | -39.4% | -29.8% |
| 3M | -24.1% | +19.8% | -43.9% | -31.0% |
| 6M | -39.9% | +55.0% | -94.9% | -54.2% |
| YTD | -15.8% | +15.9% | -31.7% | -26.5% |
| 1Y | -42.9% | +24.2% | -67.1% | -52.7% |
| 3Y | -65.9% | -24.0% | -41.8% | -62.0% |
| 5Y | -93.3% | -23.3% | -70.0% | -92.6% |
| All | +76.7% | +127.0% | -50.3% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling