-92.6%
SEDG vs ALK
-28.7%
-63.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.4% | +3.8% |
| 7D | -11.2% | +2.6% | -13.7% | -12.3% |
| 30D | -15.3% | +7.8% | -23.1% | -19.5% |
| 3M | -19.9% | -15.2% | -4.7% | -13.9% |
| 6M | -36.2% | +5.0% | -41.2% | -40.1% |
| YTD | -7.6% | -18.4% | +10.9% | -1.7% |
| 1Y | -40.3% | -2.4% | -37.9% | -43.4% |
| 3Y | -62.5% | +19.8% | -82.3% | -71.4% |
| 5Y | -92.6% | -27.8% | -64.8% | -92.8% |
| All | -92.6% | -28.7% | -63.9% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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