-75.5%
SEDG vs ALM
+2,327.9%
-2,403.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +8.8% | -2.3% | +5.4% |
| 7D | +12.1% | +8.4% | +3.7% | +11.0% |
| 30D | +14.7% | +34.8% | -20.1% | +9.9% |
| 3M | -43.0% | +16.2% | -59.3% | -44.6% |
| 6M | +9.0% | +2.1% | +6.9% | +6.3% |
| YTD | +26.3% | +117.0% | -90.8% | +15.3% |
| 1Y | +8.9% | +313.9% | -304.9% | -5.4% |
| 3Y | -75.5% | +2,327.9% | -2,403.5% | -79.8% |
| All | -75.5% | +2,327.9% | -2,403.5% | -79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling