+112.2%
SEDG vs FHN
+129.4%
-17.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.6% | +4.1% |
| 7D | +8.7% | -0.8% | +9.5% | +9.1% |
| 30D | +10.3% | -2.6% | +13.0% | +11.3% |
| 3M | -32.6% | +0.8% | -33.5% | -33.0% |
| 6M | -3.6% | +9.2% | -12.8% | -7.2% |
| YTD | +27.4% | +5.1% | +22.3% | +24.5% |
| 1Y | +24.9% | +12.2% | +12.7% | +18.9% |
| 3Y | -75.3% | +132.4% | -207.7% | -82.3% |
| 5Y | -86.3% | +91.1% | -177.4% | -90.2% |
| All | +112.2% | +129.4% | -17.3% | +24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling