+647.8%
NEM vs SEDG
+75.6%
+572.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.5% |
| 7D | +3.1% | +3.6% | -0.6% | +2.8% |
| 30D | +10.0% | +9.3% | +0.7% | +9.2% |
| 3M | +30.9% | -39.1% | +70.0% | +34.2% |
| 6M | +10.5% | +1.8% | +8.7% | +8.0% |
| YTD | +29.7% | +22.0% | +7.7% | +24.8% |
| 1Y | +71.1% | +17.2% | +53.9% | +64.2% |
| 3Y | +252.1% | -76.3% | +328.4% | +257.8% |
| 5Y | +157.7% | -87.2% | +245.0% | +167.1% |
| 10Y | +319.4% | +108.6% | +210.8% | +269.0% |
| All | +647.8% | +75.6% | +572.2% | +612.2% |
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