+73.5%
SEDG vs ALM
+2,100.8%
-2,027.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.7% | -9.5% | -2.5% |
| 7D | -13.3% | +1.2% | -14.5% | -13.4% |
| 30D | -21.9% | -19.3% | -2.5% | -20.4% |
| 3M | -25.9% | -40.6% | +14.8% | -22.8% |
| 6M | -44.2% | -57.9% | +13.7% | -40.5% |
| YTD | -17.3% | -6.7% | -10.6% | -16.8% |
| 1Y | -34.5% | +20.2% | -54.7% | -35.2% |
| 3Y | -66.7% | +879.4% | -946.1% | -71.1% |
| 5Y | -93.4% | +415.3% | -508.7% | -94.2% |
| All | +73.5% | +2,100.8% | -2,027.3% | +49.7% |
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