-9.6%
SEDG vs ALC
+17.1%
-26.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.7% | +7.1% | +6.3% |
| 7D | +8.7% | -7.7% | +16.4% | +14.6% |
| 30D | +10.3% | -11.7% | +22.0% | +20.0% |
| 3M | -32.6% | +0.7% | -33.3% | -33.9% |
| 6M | -3.6% | -17.1% | +13.5% | +7.3% |
| YTD | +27.4% | -15.1% | +42.5% | +38.4% |
| 1Y | +24.9% | -14.1% | +39.0% | +33.7% |
| 3Y | -75.3% | -18.2% | -57.2% | -72.6% |
| 5Y | -86.3% | -19.2% | -67.2% | -84.9% |
| All | -9.6% | +17.1% | -26.7% | -25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling