+73.5%
SEDG vs ALLY
+174.3%
-100.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.2% |
| 7D | -13.3% | +0.4% | -13.7% | -13.4% |
| 30D | -21.9% | +5.2% | -27.1% | -24.0% |
| 3M | -25.9% | -13.3% | -12.6% | -20.4% |
| 6M | -44.2% | -6.7% | -37.6% | -42.2% |
| YTD | -17.3% | -12.8% | -4.5% | -11.9% |
| 1Y | -34.5% | +0.7% | -35.2% | -35.1% |
| 3Y | -66.7% | +65.2% | -131.9% | -73.4% |
| 5Y | -93.4% | -10.1% | -83.3% | -93.4% |
| All | +73.5% | +174.3% | -100.8% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling