+1,022.8%
NBIS vs SEDG
+106.3%
+916.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.1% | -0.5% |
| 7D | -0.8% | +1.4% | -2.2% | -1.1% |
| 30D | -13.4% | +8.3% | -21.7% | -15.1% |
| 3M | +1.0% | -40.7% | +41.7% | +10.2% |
| 6M | +100.5% | -3.9% | +104.4% | +98.4% |
| YTD | +168.3% | +20.2% | +148.1% | +155.2% |
| 1Y | +151.8% | +17.6% | +134.2% | +140.4% |
| All | +1,022.8% | +106.3% | +916.4% | +833.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 3y: compounded portfolio wealth divided by compounded SEDG 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…
3y analysis · Full analysis span regression · 6 months rolling