+155.1%
NEM vs SEDG
-87.2%
+242.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.2% | +0.9% |
| 7D | -1.0% | +1.4% | -2.4% | -1.1% |
| 30D | +7.8% | +8.3% | -0.5% | +7.1% |
| 3M | +30.2% | -40.7% | +70.9% | +33.7% |
| 6M | +9.6% | -3.9% | +13.5% | +7.4% |
| YTD | +27.8% | +20.2% | +7.6% | +22.8% |
| 1Y | +60.7% | +17.6% | +43.1% | +53.9% |
| 3Y | +245.3% | -76.6% | +321.9% | +262.5% |
| All | +155.1% | -87.2% | +242.3% | +172.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling