+73.5%
SEDG vs FHN
+81.8%
-8.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -13.3% | +2.1% | -15.4% | -14.0% |
| 30D | -21.9% | +3.8% | -25.6% | -22.9% |
| 3M | -25.9% | -8.9% | -16.9% | -23.2% |
| 6M | -44.2% | +1.8% | -46.1% | -44.7% |
| YTD | -17.3% | +0.6% | -17.9% | -17.7% |
| 1Y | -34.5% | +12.9% | -47.4% | -37.7% |
| 3Y | -66.7% | +126.4% | -193.1% | -76.1% |
| 5Y | -93.4% | +62.3% | -155.7% | -95.0% |
| All | +73.5% | +81.8% | -8.4% | +6.5% |
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 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