+15.2%
SEDG vs FDS
+144.3%
-129.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -13.3% | +1.5% | -14.8% | -13.8% |
| 30D | -21.9% | +14.8% | -36.7% | -27.0% |
| 3M | -25.9% | +16.3% | -42.2% | -31.9% |
| 6M | -44.2% | +66.2% | -110.5% | -59.3% |
| YTD | -17.3% | +16.2% | -33.6% | -28.5% |
| 1Y | -34.5% | +21.8% | -56.4% | -45.4% |
| 3Y | -66.7% | -23.9% | -42.8% | -63.3% |
| 5Y | -93.4% | -23.1% | -70.3% | -92.8% |
| 10Y | +78.7% | +128.7% | -50.1% | -3.1% |
| All | +15.2% | +144.3% | -129.1% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling