+17.6%
SEDG vs ALM
+247.3%
-229.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.5% | +0.9% | -4.2% |
| 7D | +1.4% | -11.8% | +13.2% | +4.1% |
| 30D | +8.3% | +7.8% | +0.5% | +5.4% |
| 3M | -40.7% | -9.3% | -31.4% | -40.6% |
| 6M | -3.9% | -30.5% | +26.6% | -0.6% |
| YTD | +20.2% | +75.8% | -55.6% | +6.5% |
| 1Y | +17.6% | +241.2% | -223.6% | +21.7% |
| All | +17.6% | +247.3% | -229.7% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling