-5.7%
SEDG vs ALC
+4.2%
-9.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +6.8% | -15.5% | -8.5% |
| 7D | +1.8% | +10.7% | -8.9% | +1.8% |
| 30D | -12.7% | +20.2% | -32.9% | -13.1% |
| 3M | -38.4% | +8.9% | -47.3% | -38.2% |
| 6M | -27.7% | +5.7% | -33.4% | -24.5% |
| YTD | +4.1% | -1.4% | +5.5% | +6.2% |
| 1Y | -5.7% | +4.7% | -10.4% | -8.4% |
| All | -5.7% | +4.2% | -9.9% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling