+10.5%
NEM vs SEDG
+7.5%
+3.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.3% |
| 7D | +3.1% | +3.6% | -0.6% | +3.0% |
| 30D | +10.0% | +9.3% | +0.7% | +9.7% |
| 3M | +30.9% | -39.1% | +70.0% | +31.5% |
| 6M | +10.5% | +1.8% | +8.7% | +14.2% |
| All | +10.5% | +7.5% | +3.1% | +14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling