-75.4%
SEDG vs FDS
-30.3%
-45.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.3% | +10.8% | +6.9% |
| 7D | +12.1% | -5.4% | +17.5% | +12.6% |
| 30D | +14.7% | +1.6% | +13.1% | +14.4% |
| 3M | -43.0% | +17.7% | -60.8% | -44.5% |
| 6M | +9.0% | +29.1% | -20.0% | +2.0% |
| YTD | +26.3% | +1.0% | +25.3% | +30.7% |
| 1Y | +8.9% | -21.6% | +30.6% | +29.6% |
| All | -75.4% | -30.3% | -45.1% | -71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling