+112.2%
SEDG vs ALM
+2,776.7%
-2,664.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -9.6% | +14.0% | +5.1% |
| 7D | +8.7% | -7.1% | +15.8% | +9.3% |
| 30D | +10.3% | +24.7% | -14.4% | +8.0% |
| 3M | -32.6% | +8.3% | -40.9% | -33.3% |
| 6M | -3.6% | -22.2% | +18.6% | -3.1% |
| YTD | +27.4% | +88.1% | -60.7% | +21.0% |
| 1Y | +24.9% | +272.4% | -247.4% | +13.7% |
| 3Y | -75.3% | +2,004.1% | -2,079.4% | -79.9% |
| 5Y | -86.3% | +915.8% | -1,002.1% | -88.6% |
| All | +112.2% | +2,776.7% | -2,664.6% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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