+257.6%
ALAB vs SEDG
-61.5%
+319.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.2% |
| 7D | +16.3% | -13.3% | +29.6% | +19.8% |
| 30D | -26.1% | -21.9% | -4.3% | -22.1% |
| 3M | -31.3% | -25.9% | -5.4% | -27.3% |
| 6M | -1.0% | -44.2% | +43.2% | +11.9% |
| YTD | +33.3% | -17.3% | +50.7% | +39.0% |
| 1Y | +53.5% | -34.5% | +88.1% | +65.3% |
| All | +257.6% | -61.5% | +319.1% | +247.3% |
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