-92.8%
SEDG vs ACM
+5.4%
-98.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.1% | -7.0% |
| 7D | -21.4% | +6.6% | -28.0% | -25.5% |
| 30D | -19.7% | +19.8% | -39.5% | -30.8% |
| 3M | -19.7% | -3.1% | -16.6% | -19.0% |
| 6M | -37.4% | -11.5% | -25.9% | -32.8% |
| YTD | -10.4% | -24.7% | +14.3% | +8.0% |
| 1Y | -43.0% | -45.1% | +2.0% | -5.6% |
| 3Y | -63.6% | -8.9% | -54.8% | -65.4% |
| All | -92.8% | +5.4% | -98.2% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling