+112.2%
SEDG vs FDS
+66.9%
+45.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -5.8% | +10.2% | +6.9% |
| 7D | +8.7% | -16.0% | +24.7% | +16.9% |
| 30D | +10.3% | -6.7% | +17.1% | +13.0% |
| 3M | -32.6% | +6.0% | -38.6% | -36.9% |
| 6M | -3.6% | +25.1% | -28.7% | -19.9% |
| YTD | +27.4% | -8.1% | +35.5% | +24.3% |
| 1Y | +24.9% | -26.0% | +50.9% | +37.0% |
| 3Y | -75.3% | -36.4% | -38.9% | -70.3% |
| 5Y | -86.3% | -27.7% | -58.6% | -84.7% |
| All | +112.2% | +66.9% | +45.3% | +50.6% |
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