-86.7%
SEDG vs FIVE
+38.7%
-125.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.7% | +5.8% | +6.2% |
| 7D | +12.1% | +3.7% | +8.5% | +10.3% |
| 30D | +14.7% | +4.0% | +10.7% | +12.4% |
| 3M | -43.0% | +36.2% | -79.3% | -50.9% |
| 6M | +9.0% | +18.0% | -9.0% | -1.7% |
| YTD | +26.3% | +34.9% | -8.6% | +6.9% |
| 1Y | +8.9% | +67.9% | -59.0% | -16.8% |
| 3Y | -75.5% | +57.3% | -132.8% | -82.1% |
| 5Y | -86.7% | +39.5% | -126.3% | -90.0% |
| All | -86.7% | +38.7% | -125.4% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling