-86.9%
SEDG vs FHN
+86.3%
-173.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -3.2% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | +9.3% | -2.6% | +11.9% | +10.2% |
| 3M | -39.1% | 0.0% | -39.1% | -39.2% |
| 6M | +1.8% | +9.2% | -7.4% | -1.8% |
| YTD | +22.0% | +4.3% | +17.7% | +19.8% |
| 1Y | +17.2% | +10.8% | +6.5% | +12.4% |
| 3Y | -76.3% | +130.7% | -207.1% | -82.3% |
| All | -86.9% | +86.3% | -173.2% | -90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling