+38.6%
ALB vs SEDG
+80.7%
-42.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.0% |
| 7D | -5.8% | -13.3% | +7.5% | -2.6% |
| 30D | -4.5% | -21.9% | +17.3% | +0.3% |
| 3M | -28.1% | -25.9% | -2.2% | -24.0% |
| 6M | -53.2% | -44.2% | -8.9% | -49.9% |
| YTD | -33.3% | -17.3% | -16.0% | -37.7% |
| 1Y | -17.4% | -34.5% | +17.1% | -18.6% |
| 3Y | -14.1% | -66.7% | +52.6% | -16.3% |
| 5Y | -64.0% | -93.4% | +29.4% | -49.5% |
| All | +38.6% | +80.7% | -42.1% | +16.3% |
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 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