-83.9%
SEDG vs FGI
-70.4%
-13.6%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.5% | -6.4% | +0.8% |
| 7D | +8.9% | +0.5% | +8.3% | +8.8% |
| 30D | +0.9% | +65.4% | -64.5% | -4.8% |
| 3M | -53.2% | +23.5% | -76.7% | -55.2% |
| 6M | -9.9% | +60.5% | -70.4% | -18.8% |
| YTD | +18.5% | +30.0% | -11.5% | +8.3% |
| 1Y | +0.1% | +82.1% | -81.9% | -15.7% |
| 3Y | -78.9% | -4.4% | -74.5% | -82.1% |
| All | -83.9% | -70.4% | -13.6% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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