-41.3%
SEDG vs ALC
+30.4%
-71.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -3.9% |
| 7D | -13.3% | -1.1% | -12.2% | -12.7% |
| 30D | -21.9% | +16.0% | -37.9% | -30.1% |
| 3M | -25.9% | +0.8% | -26.7% | -27.3% |
| 6M | -44.2% | +16.8% | -61.1% | -51.6% |
| YTD | -17.3% | -5.5% | -11.8% | -17.6% |
| 1Y | -34.5% | -5.3% | -29.3% | -35.0% |
| 3Y | -66.7% | +4.1% | -70.8% | -69.3% |
| 5Y | -93.4% | -7.1% | -86.4% | -93.4% |
| All | -41.3% | +30.4% | -71.7% | -55.8% |
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