+1.9%
AKAM vs SEDG
-77.1%
+79.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.2% |
| 7D | +1.5% | +1.4% | +0.1% | +1.3% |
| 30D | -13.0% | +8.3% | -21.3% | -13.8% |
| 3M | -19.4% | -40.7% | +21.3% | -16.4% |
| 6M | +0.3% | -3.9% | +4.2% | -1.2% |
| YTD | +22.4% | +20.2% | +2.2% | +17.4% |
| 1Y | +34.8% | +17.6% | +17.2% | +28.7% |
| 3Y | +1.9% | -76.6% | +78.6% | +3.4% |
| All | +1.9% | -77.1% | +79.0% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 3y: compounded portfolio wealth divided by compounded SEDG 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…
3y analysis · Full analysis span regression · 6 months rolling