+100.2%
SEDG vs FIVE
+491.7%
-391.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -6.2% |
| 7D | +1.4% | -3.0% | +4.4% | +2.6% |
| 30D | +8.3% | +2.7% | +5.6% | +6.9% |
| 3M | -40.7% | +21.1% | -61.8% | -45.5% |
| 6M | -3.9% | +11.9% | -15.8% | -10.6% |
| YTD | +20.2% | +29.9% | -9.6% | +5.4% |
| 1Y | +17.6% | +67.8% | -50.2% | -7.1% |
| 3Y | -76.6% | +52.8% | -129.4% | -82.1% |
| 5Y | -87.1% | +31.3% | -118.4% | -89.9% |
| All | +100.2% | +491.7% | -391.4% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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