+65.2%
SEDG vs FDS
+121.7%
-56.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +2.8% |
| 7D | +8.9% | -1.9% | +10.8% | +9.7% |
| 30D | +0.9% | +9.0% | -8.1% | -3.4% |
| 3M | -53.2% | +18.9% | -72.1% | -58.4% |
| 6M | -9.9% | +35.1% | -45.0% | -27.7% |
| YTD | +18.5% | +5.5% | +13.0% | +8.6% |
| 1Y | +0.1% | -16.8% | +16.9% | +4.6% |
| 3Y | -78.9% | -28.1% | -50.8% | -75.9% |
| 5Y | -88.0% | -17.4% | -70.6% | -87.4% |
| 10Y | +97.5% | +85.4% | +12.0% | +22.3% |
| All | +65.2% | +121.7% | -56.5% | -22.2% |
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