-5.7%
SEDG vs ALLE
+18.6%
-24.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.8% | -10.5% | -9.0% |
| 7D | +1.8% | +6.7% | -4.9% | +0.4% |
| 30D | -12.7% | +25.4% | -38.1% | -16.8% |
| 3M | -38.4% | +16.9% | -55.4% | -40.6% |
| 6M | -27.7% | +46.6% | -74.3% | -34.3% |
| YTD | +4.1% | +22.4% | -18.4% | -2.0% |
| 1Y | -5.7% | +17.7% | -23.4% | -2.7% |
| All | -5.7% | +18.6% | -24.2% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling