+100.2%
SEDG vs FHN
+128.3%
-28.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.4% |
| 7D | +1.4% | -1.2% | +2.6% | +1.9% |
| 30D | +8.3% | -4.8% | +13.1% | +10.2% |
| 3M | -40.7% | -0.7% | -39.9% | -40.6% |
| 6M | -3.9% | +10.6% | -14.5% | -8.0% |
| YTD | +20.2% | +4.6% | +15.6% | +17.8% |
| 1Y | +17.6% | +11.4% | +6.2% | +12.3% |
| 3Y | -76.6% | +132.3% | -208.9% | -83.2% |
| 5Y | -87.1% | +90.2% | -177.2% | -90.8% |
| All | +100.2% | +128.3% | -28.1% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded FHN 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling