+65.2%
SEDG vs FHN
+156.2%
-91.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +8.9% | +1.2% | +7.7% | +8.3% |
| 30D | +0.9% | -4.7% | +5.6% | +2.7% |
| 3M | -53.2% | +3.5% | -56.8% | -54.0% |
| 6M | -9.9% | +7.8% | -17.7% | -12.9% |
| YTD | +18.5% | +5.9% | +12.7% | +15.4% |
| 1Y | +0.1% | +12.5% | -12.4% | -5.2% |
| 3Y | -78.9% | +117.2% | -196.1% | -84.9% |
| 5Y | -88.0% | +86.5% | -174.6% | -91.6% |
| 10Y | +97.5% | +125.7% | -28.3% | +5.2% |
| All | +65.2% | +156.2% | -91.0% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling