+28.8%
SEDG vs FDS
+145.9%
-117.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | +1.9% |
| 7D | -11.2% | -2.1% | -9.0% | -10.4% |
| 30D | -15.3% | +16.0% | -31.3% | -21.2% |
| 3M | -19.9% | +18.8% | -38.7% | -27.2% |
| 6M | -36.2% | +54.1% | -90.3% | -51.6% |
| YTD | -7.6% | +17.0% | -24.6% | -20.3% |
| 1Y | -40.3% | +25.5% | -65.9% | -51.3% |
| 3Y | -62.5% | -23.3% | -39.2% | -58.9% |
| 5Y | -92.6% | -22.6% | -69.9% | -91.8% |
| 10Y | +99.8% | +130.2% | -30.4% | +8.1% |
| All | +28.8% | +145.9% | -117.1% | -42.9% |
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