-33.3%
SEDG vs FDS
+25.3%
-58.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -0.9% | -8.0% | -9.1% |
| 7D | -7.3% | -2.6% | -4.7% | -7.7% |
| 30D | -25.3% | +14.1% | -39.4% | -23.7% |
| 3M | -24.1% | +19.8% | -43.9% | -21.7% |
| 6M | -39.9% | +55.0% | -94.9% | -36.6% |
| YTD | -15.8% | +15.9% | -31.7% | -7.2% |
| All | -33.3% | +25.3% | -58.6% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling