+33.6%
SEDG vs ALLY
+146.4%
-112.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | -8.4% | -0.2% | -8.2% | -8.6% |
| 30D | -14.1% | +3.4% | -17.6% | -15.8% |
| 3M | -12.9% | -11.1% | -1.9% | -7.9% |
| 6M | -33.0% | -11.5% | -21.5% | -28.9% |
| YTD | -4.1% | -12.3% | +8.2% | +1.7% |
| 1Y | -30.9% | +1.1% | -32.0% | -31.6% |
| 3Y | -60.7% | +64.8% | -125.5% | -68.6% |
| 5Y | -92.1% | -6.9% | -85.3% | -92.2% |
| 10Y | +97.6% | +194.9% | -97.4% | +1.5% |
| All | +33.6% | +146.4% | -112.8% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling