-87.2%
SEDG vs FDS
-23.5%
-63.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -2.3% |
| 7D | +3.6% | -8.8% | +12.4% | +6.5% |
| 30D | +9.3% | -1.4% | +10.7% | +9.4% |
| 3M | -39.1% | +13.9% | -53.0% | -43.4% |
| 6M | +1.8% | +27.4% | -25.6% | -13.0% |
| YTD | +22.0% | -2.5% | +24.5% | +21.4% |
| 1Y | +17.2% | -23.8% | +41.0% | +37.1% |
| 3Y | -76.3% | -32.5% | -43.9% | -70.3% |
| 5Y | -87.2% | -23.2% | -64.1% | -82.6% |
| All | -87.2% | -23.5% | -63.8% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling