+80.2%
ALB vs SEDG
+118.8%
-38.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.4% | -7.4% | -4.1% |
| 7D | -7.6% | +8.7% | -16.3% | -9.5% |
| 30D | -5.6% | +10.3% | -15.9% | -8.3% |
| 3M | -16.8% | -32.6% | +15.8% | -11.4% |
| 6M | -26.3% | -3.6% | -22.7% | -31.6% |
| YTD | -13.2% | +27.4% | -40.6% | -26.0% |
| 1Y | +68.8% | +24.9% | +43.9% | +40.7% |
| 3Y | -30.7% | -75.3% | +44.6% | -25.7% |
| 5Y | -46.3% | -86.3% | +40.0% | -36.3% |
| All | +80.2% | +118.8% | -38.5% | +39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling