-44.2%
SEDG vs ALM
-62.1%
+17.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.7% | -9.5% | -4.9% |
| 7D | -13.3% | +1.2% | -14.5% | -13.8% |
| 30D | -21.9% | -19.3% | -2.5% | -15.4% |
| 3M | -25.9% | -40.6% | +14.8% | -12.7% |
| 6M | -44.2% | -57.9% | +13.7% | -23.8% |
| All | -44.2% | -62.1% | +17.8% | -23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling