+65.2%
SEDG vs FIVE
+616.9%
-551.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | -0.8% |
| 7D | +8.9% | +4.3% | +4.6% | +7.0% |
| 30D | +0.9% | +12.5% | -11.6% | -4.2% |
| 3M | -53.2% | +31.2% | -84.5% | -58.5% |
| 6M | -9.9% | +14.4% | -24.2% | -16.7% |
| YTD | +18.5% | +33.9% | -15.3% | +2.6% |
| 1Y | +0.1% | +65.1% | -64.9% | -20.4% |
| 3Y | -78.9% | +49.0% | -127.8% | -83.7% |
| 5Y | -88.0% | +30.3% | -118.3% | -90.6% |
| 10Y | +97.5% | +481.1% | -383.6% | -13.2% |
| All | +65.2% | +616.9% | -551.7% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling