+28.8%
SEDG vs ARMK
+168.2%
-139.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.5% |
| 7D | -11.2% | +2.8% | -13.9% | -12.1% |
| 30D | -15.3% | -1.8% | -13.5% | -14.5% |
| 3M | -19.9% | -10.9% | -9.1% | -15.4% |
| 6M | -36.2% | +21.2% | -57.4% | -41.9% |
| YTD | -7.6% | +47.0% | -54.6% | -23.6% |
| 1Y | -40.3% | +42.9% | -83.2% | -50.1% |
| 3Y | -62.5% | +95.0% | -157.5% | -72.6% |
| 5Y | -92.6% | +106.2% | -198.8% | -94.7% |
| 10Y | +99.8% | +131.6% | -31.8% | +35.6% |
| All | +28.8% | +168.2% | -139.3% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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