-15.9%
SEDG vs ALC
+24.0%
-39.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +2.7% |
| 7D | +8.9% | -2.1% | +11.0% | +10.5% |
| 30D | +0.9% | -0.1% | +1.0% | +0.9% |
| 3M | -53.2% | +5.9% | -59.1% | -55.7% |
| 6M | -9.9% | -15.9% | +6.1% | -0.1% |
| YTD | +18.5% | -10.1% | +28.7% | +24.0% |
| 1Y | +0.1% | -10.2% | +10.3% | +4.4% |
| 3Y | -78.9% | -13.6% | -65.3% | -77.4% |
| 5Y | -88.0% | -15.1% | -72.9% | -87.2% |
| All | -15.9% | +24.0% | -39.9% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling