+243.5%
NEM vs SEDG
-75.7%
+319.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -2.3% |
| 7D | -3.3% | +8.7% | -12.0% | -3.9% |
| 30D | +7.8% | +10.3% | -2.5% | +7.0% |
| 3M | +36.3% | -32.6% | +68.9% | +38.6% |
| 6M | +6.6% | -3.6% | +10.1% | +4.6% |
| YTD | +27.1% | +27.4% | -0.2% | +21.9% |
| 1Y | +62.3% | +24.9% | +37.4% | +55.4% |
| All | +243.5% | -75.7% | +319.2% | +290.8% |
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