+1,040.6%
NBIS vs SEDG
+118.6%
+921.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.4% | -9.5% | -6.0% |
| 7D | +8.3% | +8.7% | -0.4% | +6.5% |
| 30D | +18.1% | +10.3% | +7.7% | +15.1% |
| 3M | +7.8% | -32.6% | +40.4% | +14.8% |
| 6M | +136.6% | -3.6% | +140.1% | +133.2% |
| YTD | +172.5% | +27.4% | +145.1% | +156.4% |
| 1Y | +144.3% | +24.9% | +119.3% | +130.6% |
| All | +1,040.6% | +118.6% | +921.9% | +837.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling