+112.2%
SEDG vs ALLY
+190.4%
-78.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.0% |
| 7D | +8.7% | -3.3% | +12.0% | +10.4% |
| 30D | +10.3% | -4.1% | +14.4% | +12.6% |
| 3M | -32.6% | +1.4% | -34.0% | -32.9% |
| 6M | -3.6% | +14.4% | -17.9% | -10.4% |
| YTD | +27.4% | -4.9% | +32.3% | +30.1% |
| 1Y | +24.9% | +5.5% | +19.4% | +21.1% |
| 3Y | -75.3% | +66.0% | -141.4% | -80.4% |
| 5Y | -86.3% | -2.4% | -84.0% | -86.9% |
| All | +112.2% | +190.4% | -78.2% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALLY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling