+55.9%
AKAM vs SEDG
+75.6%
-19.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.2% | +5.2% |
| 7D | +5.4% | +3.6% | +1.8% | +5.0% |
| 30D | -5.9% | +9.3% | -15.2% | -6.8% |
| 3M | -19.6% | -39.1% | +19.4% | -16.8% |
| 6M | +8.5% | +1.8% | +6.7% | +6.0% |
| YTD | +26.9% | +22.0% | +4.9% | +21.2% |
| 1Y | +41.7% | +17.2% | +24.5% | +34.6% |
| 3Y | +5.8% | -76.3% | +82.1% | +7.1% |
| 5Y | -2.3% | -87.2% | +84.9% | +1.3% |
| 10Y | +111.0% | +108.6% | +2.4% | +63.7% |
| All | +55.9% | +75.6% | -19.7% | +22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling