-63.9%
SEDG vs ACM
-8.9%
-54.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.1% | -6.9% |
| 7D | -21.4% | +6.6% | -28.0% | -24.7% |
| 30D | -19.7% | +19.8% | -39.5% | -28.8% |
| 3M | -19.7% | -3.1% | -16.6% | -19.1% |
| 6M | -37.4% | -11.5% | -25.9% | -33.2% |
| YTD | -10.4% | -24.7% | +14.3% | +5.9% |
| 1Y | -43.0% | -45.1% | +2.0% | -8.0% |
| All | -63.9% | -8.9% | -54.9% | -69.0% |
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