-4.5%
AKAM vs SEDG
-87.2%
+82.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.9% |
| 3M | -19.4% | -40.7% | +21.3% | -16.2% |
| 6M | +0.3% | -3.9% | +4.2% | -1.5% |
| YTD | +22.4% | +20.2% | +2.2% | +16.8% |
| 1Y | +34.8% | +17.6% | +17.2% | +27.8% |
| 3Y | +1.9% | -76.6% | +78.6% | +5.3% |
| All | -4.5% | -87.2% | +82.7% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling