+103.3%
SEDG vs ALLY
+188.1%
-84.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.3% | -2.8% |
| 7D | +3.6% | -1.9% | +5.6% | +4.5% |
| 30D | +9.3% | -4.5% | +13.8% | +11.8% |
| 3M | -39.1% | -2.8% | -36.2% | -38.0% |
| 6M | +1.8% | +10.3% | -8.5% | -3.8% |
| YTD | +22.0% | -5.7% | +27.7% | +25.1% |
| 1Y | +17.2% | +3.9% | +13.3% | +14.5% |
| 3Y | -76.3% | +64.7% | -141.1% | -81.2% |
| 5Y | -87.2% | -2.6% | -84.7% | -87.8% |
| All | +103.3% | +188.1% | -84.8% | +20.7% |
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