+190.6%
ALB vs SEDG
+70.6%
+120.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.6% | -4.7% |
| 7D | -8.1% | +8.9% | -16.9% | -9.8% |
| 30D | +6.3% | +0.9% | +5.4% | +5.5% |
| 3M | -23.6% | -53.2% | +29.7% | -12.1% |
| 6M | -24.6% | -9.9% | -14.8% | -28.5% |
| YTD | -10.3% | +18.5% | -28.8% | -21.0% |
| 1Y | +61.5% | +0.1% | +61.3% | +44.6% |
| 3Y | -34.0% | -78.9% | +44.9% | -28.0% |
| 5Y | -44.6% | -88.0% | +43.4% | -34.3% |
| 10Y | +76.1% | +97.5% | -21.4% | +38.4% |
| All | +190.6% | +70.6% | +120.0% | +141.6% |
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