adder - 6:23 pm on Jun 17, 2013 (gmt 0)
Yep, martinibuster is right.
Basically, Alexa takes ages to crawl sites and SemRush is still in its infancy and their index is very incomplete.
You can get a free account with Majestic SEO (meaning if you verify your domain you can check your own backlinks for free) - they're more agile at crawling the web and updating their index.
P.S. Going off-topic, I hope you know what you're doing ;)