+384.5%
ALAB vs SEDG
-43.1%
+427.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.3% | +7.4% | +4.7% |
| 7D | +9.6% | +3.6% | +6.0% | +8.7% |
| 30D | -5.3% | +9.3% | -14.6% | -7.5% |
| 3M | -12.0% | -39.1% | +27.0% | -3.5% |
| 6M | +145.7% | +1.8% | +143.9% | +144.5% |
| YTD | +80.7% | +22.0% | +58.6% | +73.8% |
| 1Y | +40.1% | +17.2% | +22.9% | +34.4% |
| All | +384.5% | -43.1% | +427.6% | +334.4% |
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