+32.9%
SEDG vs ALLE
+249.9%
-217.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +5.6% |
| 7D | -8.5% | -0.6% | -7.9% | -8.1% |
| 30D | -17.0% | +25.3% | -42.4% | -29.5% |
| 3M | -15.8% | +10.3% | -26.1% | -21.7% |
| 6M | -32.3% | +38.0% | -70.3% | -47.8% |
| YTD | -4.6% | +17.8% | -22.4% | -18.1% |
| 1Y | -29.2% | +13.6% | -42.8% | -37.4% |
| 3Y | -61.7% | +89.2% | -150.9% | -75.7% |
| 5Y | -92.0% | +51.1% | -143.1% | -94.2% |
| 10Y | +100.8% | +228.1% | -127.3% | -18.9% |
| All | +32.9% | +249.9% | -217.0% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling