-75.4%
SEDG vs ACM
-19.8%
-55.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.3% | +7.1% |
| 7D | +12.1% | -0.3% | +12.4% | +12.3% |
| 30D | +14.7% | -12.9% | +27.6% | +24.6% |
| 3M | -43.0% | -6.4% | -36.7% | -41.5% |
| 6M | +9.0% | -29.2% | +38.3% | +37.4% |
| YTD | +26.3% | -29.9% | +56.2% | +57.4% |
| 1Y | +8.9% | -47.3% | +56.2% | +80.8% |
| All | -75.4% | -19.8% | -55.6% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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