+65.2%
SEDG vs ALM
+1,461.8%
-1,396.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.3% |
| 7D | +8.9% | -2.6% | +11.5% | +9.1% |
| 30D | +0.9% | +32.0% | -31.1% | -1.1% |
| 3M | -53.2% | -15.0% | -38.2% | -53.0% |
| 6M | -9.9% | -10.1% | +0.3% | -10.2% |
| YTD | +18.5% | +99.4% | -80.9% | +13.7% |
| 1Y | +0.1% | +316.4% | -316.2% | -7.1% |
| 3Y | -78.9% | +2,022.0% | -2,100.9% | -81.7% |
| 5Y | -88.0% | +941.2% | -1,029.2% | -89.5% |
| 10Y | +97.5% | +2,950.3% | -2,852.9% | +76.3% |
| All | +65.2% | +1,461.8% | -1,396.6% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling