+33.6%
SEDG vs FIVE
+621.3%
-587.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.1% | -1.6% |
| 7D | -8.4% | +6.2% | -14.6% | -10.8% |
| 30D | -14.1% | +18.2% | -32.3% | -20.0% |
| 3M | -12.9% | +3.8% | -16.8% | -15.1% |
| 6M | -33.0% | +13.7% | -46.8% | -38.0% |
| YTD | -4.1% | +34.7% | -38.8% | -17.8% |
| 1Y | -30.9% | +66.6% | -97.5% | -45.7% |
| 3Y | -60.7% | +44.3% | -105.0% | -69.5% |
| 5Y | -92.1% | +18.8% | -110.9% | -93.7% |
| 10Y | +97.6% | +569.2% | -471.6% | -18.2% |
| All | +33.6% | +621.3% | -587.7% | -47.6% |
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